DynDisc
Picks
Estimate notional, tick value, and required margin for NQ, ES, YM, RTY, CL, and GC.
Not financial advice. Educational estimate only. Your broker sets real day and overnight margins. Not a live CME feed.
$ per point and $ per tick are per contract (CME spec, or your tick override). Position P&L for N contracts is N × those values. Day and overnight figures are typical/illustrative placeholders, not a live CME feed. Your broker sets this. URL updates as you type — copy the address bar to share.
Standard CME contract specs used for point and tick. Margins in this table are the same typical defaults loaded above.
| Symbol | $ / point | Tick | $ / tick |
|---|---|---|---|
| NQ | $20 | 0.25 | $5.00 |
| ES | $50 | 0.25 | $12.50 |
| YM | $5 | 1.00 | $5.00 |
| RTY | $50 | 0.10 | $5.00 |
| CL | $1,000 | 0.01 | $10.00 |
| GC | $100 | 0.10 | $10.00 |
Pick a contract (NQ, ES, YM, RTY, CL, or GC), contracts, account size, and day vs overnight mode. The tool estimates notional (price × CME multiplier × contracts), $ per point and $ per tick from standard specs (or your tick override), and required margin from the editable day/overnight fields. Remaining buying power and % of account tell you whether the illustrative margin fits the account you typed.
Margins on this page are typical placeholders you can edit — not a live CME SPAN feed and not your broker’s rate card. Prop firms and retail futures brokers publish different intraday discounts. Always replace the defaults with the number from your platform before you size a live order.
Overnight / initial margin is sized for holding risk across the close and into news. Day-trade margin is a broker courtesy if you flat before their cutoff; miss the window and you can be auto-liquidated or charged the full overnight rate. Example intuition: NQ overnight might be ~$20k illustrative while day sits near ~$2k — a 10× trap if you “size for day” and accidentally hold.
Use overnight mode when you might hold. Use day mode only as a what-if after you confirm your broker’s intraday rules, flatten rules, and maintenance calls.
NQ’s $20 per point means a 10-point move is $200 per contract before fees. ES is $50 per point; YM $5; RTY $50; CL $1,000 per $1.00; GC $100 per $1/oz. Tick values on the table match CME increments. Position P&L for N contracts is N × those dollar values — continue on the Futures P&L Calculator when you want stop distance in ticks turned into dollars.
URL state updates as you type so you can bookmark a scenario (contract, size, margins). Share the link with a risk buddy instead of a screenshot of wrong defaults.
If required margin is a large slice of the account, a normal adverse swing can wipe the buffer even when “margin fits.” Pair this page with position size and risk/reward. Charts: TradingView partner CTA above. Educational only — not financial advice. Micros are not modeled; do not scale E-mini margins onto MNQ/MES blindly.
Maintenance margin (the lower level that can trigger a margin call after you are already in the trade) is broker-specific and not shown as a separate field. If your platform lists initial and maintenance separately, size off the stricter number you might actually face overnight. Liquidation engines do not care that a blog default said $2,000 day margin.
Not financial advice. Educational tool only.