Swing Trading: Futures

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

How Futures Swing Trading Works

Futures swing trading in TTG focuses on multi-day structure, trend, and volume using 60 days of hourly bars.

The Technical Agent focuses on: major support/resistance, trend structure, and volume confirmation from the bars.

Data Collection

Data Type	What We Get
Current Price	Real-time snapshot
Historical Bars	60 days of 1-hour candles
Bars to AI	200 most recent hourly bars
Volume	Yes
Market Context	ES direction

Analysis Flow

1. Data Collection (60 days, 1-hour bars)
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2. Technical Agent analyzes:
   - Support: 2-3 week swing lows
   - Resistance: 2-3 week swing highs
   - Trend: Weekly higher highs/lows
   - Volume: Multi-day average comparison
   - Monthly High/Low levels
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3. Macro Agent checks:
   - ES/NQ multi-day trend
   - Market regime
   - Economic outlook
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4. Wild Card Agent checks:
   - Fed meetings during hold period
   - Major economic releases
   - Contract rollover dates
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5. Supervisor synthesizes:
   - Entry zone
   - Stop loss (style guardrail; for futures think in points/ticks, anchored to structure + volatility)
   - Targets
   - Contract selection

Key Levels We Use

For swing trades, the Technical Agent looks for:

Level	How We Find It
Major Support	2-3 week swing lows
Major Resistance	2-3 week swing highs
Monthly High/Low	Key monthly levels
Quarterly High/Low	Major inflection points
Trend	Higher highs/lows on hourly/daily

Position Sizing

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

Example (ES):
- Account: $100,000
- Risk: 1% = $1,000
- Stop: 20 points below entry (wider for swing)
- Point value: $50
- Risk per contract: 20 × $50 = $1,000
- Contracts: $1,000 ÷ $1,000 = 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
Time Stop (3-5 days)	Reassess or exit

Contract Considerations for Swing Trades

Rollover Awareness

Futures contracts expire quarterly. For swing trades:

• Check when current front-month expires
• Be aware if rollover falls within holding period
• Volume shifts to back-month near rollover

Margin Requirements

Swing trades require overnight margin:

• ES: ~$15,000-18,000 per contract
• MES: ~$1,500-2,000 per contract
• Check with your broker for current rates

What the Trade Plan Looks Like

Direction: LONG
Contract: ESZ25 (E-mini S&P Dec 2025)
Entry Zone: 5,920.00 - 5,940.00 (weekly support)
Stop Loss: 5,880.00 - 5,900.00 (40 points below)
Target 1: 6,000.00 - 6,020.00 (80 points, exit 50%)
Target 2: 6,100.00 - 6,120.00 (180 points, exit remaining)
Time Stop: 5 trading days
Contracts: 1 ES
Max Risk: $1,000 (1% of account)

Note: Analysis based on structure + trend + volume.
Rollover: Dec contract expires Dec 19 - within potential holding period.