Hmm.. was doing well half way through the day, low costs and up 500+ euros. Then the fly was going down nothing to frustrating but everytime I entered and exited the spread I got so fucked. I was scalping the fly like 5 times in a row making a loss each time and the spread was bouncing around within a range :( The spread came down a little further and I was down 200 euros, one trade I lost 200 euros on because everything fell so much at the wrong time.
Then something weird happened later on, the bobl went up to 115.94/95s and back to 115.92s and then back up and then back down, in a nice smooth motion but fast and kept doing this for a while... the bund was trying to keep with it and the schatz staying still. I qued the 94s and 92s and legged the bund and repeated and made a couple hundred on it.
Its actually taken me a couple of hours to write this, so much is happening with quite a lot of pauses but still the fly is so sweet since 5pm, its moving and really thin and the best I have ever seen it in the evening. I have done a personal record number of trades for the day, 1333 lots so far or about 50 trades (in and out) and almost up the same amount as earlier after costs! Also 3834 euribor march 12 was sold at 7.47pm which is huge and massssive for this time, generally no volume on any markets. That pushed the TED down and I bought some and now offside, looks like I will have to hold this overnight now.
Edit: not having to hold too much overnight, last 5 minutes liquidity decreased loads, 2 to 3 prices on most of the markets had no one buying or selling, mental! today was so much fun, sleeeeep now.
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