Future Glossary

A glossary of terms common in futures trading

Glossary

Simple definitions you can skim fast.
Bracket order

A setup with entry + stop loss + take profit placed together.

Commission

Broker fees per contract; it adds up and should be included in planning.

Contract value

What one contract represents (varies by symbol, like ES vs MES).

Drawdown

How far your account or trade is down from a recent high (realized or unrealized).

ETH

Extended Trading Hours (overnight session outside the main hours).

Futures contract

An agreement to buy or sell something at a set price on a set date, traded on an exchange.

Leverage

Control a larger position with a smaller deposit; magnifies gains and losses.

Limit order

An order that fills only at your price or better.

Liquidity

How easily you can buy/sell without moving price much.

Long

Buying because you expect price to rise.

Margin

The deposit required to hold a futures position (not the full contract value).

Market order

An order to enter or exit immediately at the best available price.

Micro contract

A smaller version of a standard contract with smaller tick value and risk.

News event

A scheduled release (CPI, jobs, FOMC, etc.) that can spike volatility.

Paper trading

Practice trading with simulated money to learn execution and rules.

Point

A one‑unit move in price (points are made up of ticks).

Position size

How many contracts you trade (your exposure).

Risk per trade

The maximum loss you accept on one trade, defined before entry.

R:R (risk‑reward)

A comparison of what you risk vs what you aim to make on a trade.

RTH

Regular Trading Hours (the main session for many U.S. futures markets).

Short

Selling because you expect price to fall.

Slippage

When your fill is worse than expected due to speed or liquidity.

Spread

The gap between the best bid and best ask price.

Stop loss

An order that exits a trade if price goes against you, capping the loss.

Stop run

A fast move that triggers many stops near a level before reversing.

Take profit

An order that locks a gain by exiting when price reaches your target.

Tick

The smallest price step a futures contract can move.

Tick value

How much money one tick is worth for a specific contract.

Trailing stop

A stop that moves with price to protect profits as a trade works.

Volatility

How much price moves around; higher volatility usually means larger swings.