Day Trading: Futures

Status: Scaffolded - Content pending Last Updated: 2025-12-11

How Futures Day Trading Works

Futures day trading in TTG focuses on price action, volume, and session structure to identify intraday setups.

The Technical Agent focuses on: structure (key levels), trend, and volume confirmation from the bars.

Data Collection

Data Type	What We Get
Current Price	Real-time snapshot
Historical Bars	5 days of 1-minute candles
Bars to AI	240 most recent bars
Volume	Yes
Market Context	ES direction

Analysis Flow

1. Data Collection (5 days, 1-min bars)
           │
           ▼
2. Technical Agent analyzes:
   - Support: Multi-day swing lows
   - Resistance: Multi-day swing highs
   - Trend: Higher highs/lows pattern
   - Volume: Current vs average
   - Opening Range: First 15 minutes
           │
           ▼
3. Macro Agent checks:
   - ES/NQ direction
   - Market regime
   - Economic calendar
           │
           ▼
4. Wild Card Agent checks:
   - FOMC, CPI, NFP timing
   - Session timing
   - Rollover dates
           │
           ▼
5. Supervisor synthesizes:
   - Entry zone
   - Stop loss (style guardrail; for futures think in points/ticks, anchored to structure + volatility)
   - Targets (structure-based; ranges depend on contract volatility)
   - Contract selection

Key Levels We Use

Level	How We Find It
Support	Recent swing lows from bars
Resistance	Recent swing highs from bars
Trend	Sequence of higher highs/lows
Opening Range	First 15-minute high/low
PDH/PDL	Previous day's high/low

Common Futures for Day Trading

Symbol	Contract	Tick Size	Point Value
ES	E-mini S&P 500	0.25	$12.50/tick
NQ	E-mini NASDAQ-100	0.25	$5.00/tick
MES	Micro E-mini S&P	0.25	$1.25/tick
MNQ	Micro E-mini NASDAQ	0.25	$0.50/tick
CL	Crude Oil	0.01	$10.00/tick
GC	Gold	0.10	$10.00/tick

Position Sizing

Risk Amount = Account Size × Risk Percent
Stop Distance (points) = Based on support level
Contracts = Risk Amount ÷ (Stop Distance × Point Value)

Example (ES):
- Account: $50,000
- Risk: 1% = $500
- Stop: 8 points below entry
- Point value: $50
- Risk per contract: 8 × $50 = $400
- Contracts: $500 ÷ $400 = 1 ES contract

Exit Rules

Condition	Action
Price hits Target 1	Exit 50% of contracts
Price hits Target 2	Exit remaining 50%
Price hits Stop Loss	Exit 100% immediately
Session End	Exit at regular session close

Futures Session Times

Session	Hours (ET)	Volume
Globex Overnight	6 PM - 9:30 AM	Lower
Regular Session	9:30 AM - 4:00 PM	Highest
Extended	4 PM - 6 PM	Moderate

Best day trading: Regular session (9:30 AM - 4:00 PM ET)

What the Trade Plan Looks Like

Direction: LONG
Contract: ESZ25 (E-mini S&P Dec 2025)
Entry Zone: 5,980.00 - 5,985.00 (support bounce)
Stop Loss: 5,970.00 - 5,972.00 (10 points below)
Target 1: 5,998.00 - 6,000.00 (15 points, exit 50%)
Target 2: 6,015.00 - 6,020.00 (30 points, exit remaining)
Time Stop: Regular session close (4:00 PM ET)
Contracts: 1 ES
Max Risk: $500 (1% of account)

Note: Analysis based on price action + volume + key levels.