And This Is What A Full Blown Market Exodus Looks Like

Tyler Durden's picture

260,000 S&P 500 e-mini contracts traded in the three minutes following the fake AP Tweet. That is ~$20.4 Billion notional value 'changed hands'. For those with trailing stops, our condolences...

the day - to get a sense of the scale of volume...

 

and close up...

 

and VIX smashed higher on huge volume too...

 

and Treasury Futures...

 

eMini Depth of Book for every minute of every trading day between March 2010 and April 23, 2013. April 23, 2013 is the thick red line. Via Nanex:

 

And, via Nanex, the whole thing animated at this link