When trading the futures markets, day traders need to pay attention to the high volume trading hours. This is the period when the underlying markets are officially opened which results in higher participation in the futures markets, leading to higher volumes and liquidity. Such conditions are ideal for futures day traders who can then day trade the markets of their choice.
To correctly select the primary session, traders can start off by looking at the product’s exchange website which gives details on the electronic trading hours. The information can also be found directly with the futures broker that you trade with. The futures markets trading hours can then be checked with the official trading hours of the underlying markets. For example, E-mini S&P500 futures tracks the S&P500 stock index. The official trading hours for the U.S. markets are from 0930 – 1600 EST, making this the primary session to trade the E-mini S&P500 futures.