Complete Guide

Futures Trading

Why I trade futures, and why you might want to too.

I trade index futures, specifically ES (S&P 500), NQ (Nasdaq 100), RTY (Russell 2000), and YM (Dow Jones). This guide explains what futures are, why they're ideal for day traders, and exactly how to get started.

What Are Futures?

A futures contract is an agreement to buy or sell something at a specific price on a future date. For day traders, we don't care about delivery. We trade the price movement and close before expiration.

The Simple Version

Think of ES futures as a way to trade the S&P 500 index directly. When the S&P goes up 10 points, your ES contract gains value. When it drops, you lose. It's that simple.

Why Futures for Day Trading?

  • No PDT Rule. Stocks require $25,000 minimum to day trade. Futures have no such restriction. You can start with $2,000-5,000.
  • Leverage Available. Control large positions with smaller capital. This is a double-edged sword: great with discipline, dangerous without.
  • Nearly 24-Hour Trading. Markets open Sunday evening and trade almost continuously until Friday. React to global news anytime.
  • Extreme Liquidity. ES is one of the most liquid instruments in the world. Tight spreads, instant fills, no slippage on normal size.
  • Tax Advantages. 60/40 tax treatment in the US: 60% long-term gains, 40% short-term, regardless of hold time.
  • Pure Price Action. No earnings surprises, no CEO tweets, no single-stock risk. Just trade the index.

The Index Futures Contracts

These are the main index futures I trade and teach:

ES E-mini S&P 500
Tracks S&P 500
Tick Size 0.25 points
Tick Value $12.50
Point Value $50
Micro (MES) $1.25/tick • $5/point
The king of futures. Most liquid, most volume, smoothest price action.
NQ E-mini Nasdaq 100
Tracks Nasdaq 100
Tick Size 0.25 points
Tick Value $5.00
Point Value $20
Micro (MNQ) $0.50/tick • $2/point
More volatile than ES. Tech-heavy. Bigger moves, bigger risk.
RTY E-mini Russell 2000
Tracks Russell 2000
Tick Size 0.10 points
Tick Value $5.00
Point Value $50
Micro (M2K) $0.50/tick • $5/point
Small caps. More choppy, often leads at reversals.
YM E-mini Dow Jones
Tracks Dow Jones 30
Tick Size 1 point
Tick Value $5.00
Point Value $5
Micro (MYM) $0.50/tick • $0.50/point
30 mega-cap stocks. Smooth but less liquid than ES.

My Recommendation for Beginners

Start with MES (Micro E-mini S&P 500). At $1.25 per tick, a 10-point loss costs you $50. You can learn execution and psychology without risking your account.

Once consistently profitable on MES, move to ES. Same contract, 10x the size.

Trading Hours

Globex Session
Sunday 6:00 PM to Friday 5:00 PM ET
Nearly 24/5 trading with daily 5-6 PM break
Regular Trading Hours (RTH)
9:30 AM to 4:00 PM ET
Highest volume, best liquidity, most opportunity
Pre-Market
4:00 AM to 9:30 AM ET
Lower volume, gaps and ranges common
After-Hours
4:00 PM to 8:00 PM ET
Thin liquidity, wider spreads

Best Times to Trade

First 2 hours of RTH (9:30-11:30 AM). Most volume, cleanest moves, best setups. This is when I do 80% of my trading.

Avoid lunch hour (12:00-2:00 PM). Choppy, low volume, lots of false moves.

Margin & Costs

Contract Day Margin Overnight Margin Commission (RT)
ES $500 - $1,000 $12,000+ $4 - $5
MES $50 - $100 $1,200+ $0.50 - $1
NQ $1,000 - $2,000 $17,000+ $4 - $5
MNQ $100 - $200 $1,700+ $0.50 - $1

Margins vary by broker and market conditions. Day margins apply when positions are closed before market close.

Leverage Warning

One ES contract controls ~$300,000 worth of S&P 500. With $500 day margin, you're using 600:1 leverage. This is why risk management is non-negotiable in futures.

How to Get Started

01

Open a Futures Account

Choose a broker that offers futures. Popular options: NinjaTrader, AMP Futures, Tradovate, Interactive Brokers.

Look for: Low commissions, good platform, reliable execution.

02

Fund with What You Can Lose

$2,000-5,000 is enough to start with micro contracts. This is learning capital, not investing capital.

Only use money you can afford to lose completely.

03

Learn Your Platform

Practice placing orders, setting stops, understanding the DOM (Depth of Market). Most brokers offer simulation mode.

Spend at least 1-2 weeks in simulation before risking real money.

04

Start with 1 Micro Contract

Trade MES or MNQ. One contract only. Focus on execution and risk management, not profits.

If you can't make money with 1 contract, adding more won't help.

05

Scale Slowly

After 2-3 months of consistent profitability, add a second contract. Then slowly move to ES when ready.

There's no rush. The markets will be here tomorrow.

Futures Trading Mistakes

Trading Full-Size Contracts Too Early

ES moves $50/point. A 20-point move = $1,000. If that scares you, you're too big. Start micro.

Ignoring the Leverage

Futures can move 2-3% in a day. On 100:1 leverage, that's 200-300% on your margin. Size accordingly.

Holding Through Major News

FOMC, jobs reports, CPI can move markets 50+ points in seconds. Know the calendar.

Trading Low-Liquidity Hours

Overnight and lunch sessions have wider spreads and choppier action. Most beginners should stick to RTH.

Ready to learn futures trading with proper guidance?

Book Your Intro Session ($20)