If yesterday's liquidity was bad enough to precipitate the biggest wholesale market flash crash, including the historic, first-ever "limit down" triggers for all major index futures, then be very careful what you do today because as of this moment E-mini liquidity is even worse than it was yesterday, not to mention at any other point in the past month, at this time of the day. Source: https://twitter.com/nanexllc/status/636127842150031360/photo/1!function(d,s,id){var js,fjs=d.getElementsByTagName(s)[0],p=/^http:/.test(d.location)?'http':'https';if(!d.getElementById(id)){js=d.createElement(s);js.id=id;js.src=p+"://platform.twitter.com/widgets.js";fjs.parentNode.insertBefore(js,fjs);}}(document,"script","twitter-wjs");https://twitter.com/nanexllc/status/636127842150031360/photo/1!function(d,s,id){var js,fjs=d.getElementsByTagName(s)[0],p=/^http:/.test(d.location)?'http':'https';if(!d.getElementById(id)){js=d.createElement(s);js.id=id;js.src=p+"://platform.twitter.com/widgets.js";fjs.parentNode.insertBefore(js,fjs);}}(document,"script","twitter-wjs");