Look, I've traded ES futures for years and gotta say, the volume spikes during news releases are wild. Your point on VWAP as a guide is solid, but I've found it falters in low-liquidity contracts like micro crude. Ever noticed that? What’s your take?
https://beauegxk810.huicopper.com/how-to-stop-m-from-devastating-active-commodity-traders
Look, I've traded ES futures for years and gotta say, the volume spikes during news releases are wild. Your point on VWAP as a guide is solid, but I've found it falters in low-liquidity contracts like micro crude