Finance calculators

Futures Calculator

Updated Sep 18, 2026 By Infinity Calculator
Rate Formulas
Futures Contract & Trade Direction
Tick size, tick value and point value are resolved automatically.
Trade Direction
Long (Bullish): profit when price rises.
Trade Setup — Entry, Target & Stop
*Reference estimates derived from the contract's indicative price — not live market data.
Enter the round-trip (open + close) commission & fees for ONE contract. Set to 0 to ignore.
Profit & Loss Results — E-Mini S&P 500 (ES)
Column A — Potential PROFIT (to Take Profit)
+$0.00
Ticks to target0
Points to target0
Gross profit ($)$0.00
Commission (round-trip)−$0.00
Net Profit After Commission+$0.00
Per contract (net)+$0.00
Column B — Potential LOSS (to Stop Loss)
−$0.00
Ticks to stop0
Points to stop0
Gross loss ($)−$0.00
Commission (round-trip)−$0.00
Net Loss After Commission−$0.00
Per contract (net)−$0.00
Risk / Reward Ratio
1 : 0.00
Break-even Price
0.00
Point Value (1 pt)
$0.00
Initial Margin (total)
$0.00
Trade Level Ladder
Net P&L Profile vs. Exit Price
Step-by-Step Solution
Tick Calculator — value of small moves at 2 contract(s)
Risk & Money Management Matrix (supplemental / optional)
Your current trade risk (net loss at stop, incl. commission)
$0.00
That is 0.00% of the account. The matching column below is highlighted.
Maximum dollar risk and maximum tradable contracts at each risk percentage of the account, based on the current stop-loss cost per contract.
Contract Specifications
Full specification for the selected futures contract.
Margin figures are indicative exchange initial margins and change frequently; non-USD contracts show approximate USD-equivalent tick values.
Delivery Month Symbol Reference
Standard futures month codes. Codes listed in the selected contract's delivery cycle are highlighted.
CodeMonth CodeMonth CodeMonth CodeMonth

Introduction

This futures calculator shows you how much money you can make or lose on a trade before you place it. Pick your contract, type in your entry price, your take profit, and your stop loss, and you get the dollar result for each outcome.

It covers more than 180 futures contracts, including the E-mini S&P 500 (ES), Nasdaq (NQ), crude oil (CL), gold (GC), Treasury bonds (ZB), corn (ZC), and Bitcoin (BTC). Tick size, tick value, and point value fill in on their own, so you don't have to look them up.

The results give you profit and loss in dollars, ticks, and points. You also get your risk/reward ratio, your break-even price, your margin, and a step-by-step breakdown of every number. Add your commission to see real net results, not just gross ones.

There is also a risk matrix. Type in your account size and see how many contracts you can trade at each risk level, from 0.5% up to 10%. That keeps your loss per trade capped and ties your position size to the account.

Use it to plan a trade, test a stop loss, or compare two setups. It is free, and it works for day traders, swing traders, and new traders learning how futures math works.

How to use our Futures Calculator

Pick your futures contract, set your trade direction, and enter your entry, target, and stop prices. The calculator shows your profit, loss, ticks, points, risk/reward ratio, break-even price, and margin.

Filter contracts: Type a name or ticker, like "Gold" or "ES", to find your market faster.

Select Market / Contract: Choose the futures contract you trade. The tick size, tick value, and point value fill in for you.

Trade Direction: Click Long if you expect the price to go up. Click Short if you expect it to go down.

Number of Contracts: Enter how many contracts you plan to trade. Use the plus and minus buttons or the quick chips.

Entry Price: Type the price where you buy or sell. Use the tick buttons to move one tick at a time.

Take Profit: Enter the price where you will close for a gain. You can also tap 1:2 or 1:3 R/R to set it from your stop.

Stop Loss: Enter the price where you will exit to cut your loss. This sets your risk per contract.

Commission per Contract: Enter the round-trip fee for one contract. Put 0 if you want to skip fees.

Account Size: Enter your total trading account in dollars. The risk matrix then shows your max risk and max contracts at each risk percent.

Click Calculate to see your results, the trade ladder, the P&L chart, and the step-by-step math. Click Clear / Reset to start over.

Futures Trading: What This Tool Is About

A futures contract is a deal to buy or sell something at a set price on a future date. That "something" can be an index like the S&P 500, oil, gold, corn, bonds, a currency, or even Bitcoin. Traders rarely want the actual barrels of oil. Most just want to profit from the price moving up or down.

Long and Short

When you go long, you buy first and hope the price goes up. When you go short, you sell first and hope the price goes down. Futures make it just as easy to bet on a falling market as a rising one.

Ticks, Tick Value, and Point Value

Prices in futures move in small steps called ticks. A tick is the smallest price change allowed for that contract. Each tick is worth a set amount of money, called the tick value. For example, the E-mini S&P 500 (ES) moves in ticks of 0.25, and each tick is worth $12.50. So one full point equals four ticks, or $50.

Two formulas cover it:

  • Point value = tick value ÷ tick size
  • Profit or loss = points moved × point value × number of contracts

Some bond futures do not use decimals. They are quoted in 32nds (and sometimes 64ths or 128ths) of a point. A price like 118'16 means 118 and 16/32.

Entry, Stop Loss, and Take Profit

Your entry is the price where you open the trade. Your stop loss is the price where you exit to cut a losing trade. Your take profit (or target) is where you exit with a gain. Setting all three before you trade keeps your losses small and planned instead of random.

Risk and Reward

The risk/reward ratio compares what you could lose to what you could make. A 1:2 ratio means you risk $1 to try to make $2. Aim for at least 1:2 and you can still come out ahead even when more than half your trades lose.

Margin and Leverage

Initial margin is the cash your broker holds while the trade is open. It is only a small slice of the full contract value, which is why futures have high leverage. Leverage grows your gains, but it grows your losses just as fast. Margin rates change often, so always check with your broker.

Commissions

Brokers charge a fee each time you open and close a trade. That is the round-trip commission. It is small per contract, but it adds up fast when you trade many contracts or trade often. Always subtract it to see your real net profit and your true break-even price.

Position Sizing

A common rule is to risk only 1% to 2% of your account on a single trade. To find your size, divide your dollar risk limit by the cost of one contract hitting your stop. Smaller micro contracts (like MES, MNQ, MGC, or MCL) let traders with smaller accounts take these steps with less money at risk.

Contract Months

Every futures contract has an expiration month, shown by a letter code. H is March, M is June, U is September, and Z is December. So "ESZ25" means the E-mini S&P 500 contract that expires in December 2025.

Note: Futures trading carries real risk, and you can lose more than you deposit. Prices, margins, and specs shown here are for learning and planning only, not live market data.


Formulas used

Point Value from Tick Size and Tick Value
\text{Point Value} = \frac{\text{Tick Value}}{\text{Tick Size}}
Reward and Risk Distance (direction-adjusted, d = +1 Long, -1 Short)
\text{Reward Points} = (P_{TP} - P_{entry}) \cdot d \qquad \text{Risk Points} = (P_{entry} - P_{SL}) \cdot d
Distance in Ticks
\text{Ticks} = \frac{\text{Points}}{\text{Tick Size}}
Gross Profit / Gross Loss
\text{Gross} = \text{Points} \times \text{Point Value} \times \text{Contracts}
Net Profit and Net Loss after Round-Trip Commission
\text{Net Profit} = \text{Gross Profit} - (C \times N) \qquad \text{Net Loss} = \text{Gross Loss} + (C \times N)
Risk / Reward Ratio
\text{R/R} = 1 : \frac{\text{Net Profit}}{\text{Net Loss}}
Break-even Price
P_{BE} = P_{entry} + d \cdot \frac{C \times N}{N \times \text{Point Value}}
Max Risk and Max Contracts for a Risk Percentage
\text{Max Risk} = \text{Account} \times \frac{p}{100}, \quad \text{Max Contracts} = \left\lfloor \frac{\text{Max Risk}}{|\text{Risk Points}| \times \text{Point Value} + C} \right\rfloor

Frequently asked questions

How much money do you need to start trading futures?

It depends on the contract and your broker. Many brokers let you open a futures account with $500 to $2,000, but that only works for micro contracts like MES, MNQ, or MCL.

A safer plan is to hold at least 3 to 5 times the margin your trades need, plus room for losses. Full-size contracts like ES or CL need thousands in margin, so most small accounts start with micros.

What is the difference between initial margin and maintenance margin?

Initial margin is the cash you must have to open a position. Maintenance margin is the smaller amount you must keep in the account to hold it open.

If losses push your balance below the maintenance level, you get a margin call. You then add money or the broker closes your position for you.

Why is day trading margin lower than overnight margin?

Brokers set lower intraday margin because you close the trade before the session ends. There is no gap risk from news while the market is closed.

A contract that needs $14,000 overnight might need only $500 to $1,500 during the day. But the risk per tick is exactly the same. Low margin does not mean low risk.

What happens if you hold a futures contract until expiration?

It depends on the contract. Cash-settled contracts, like stock index futures, just pay or charge the final difference in cash.

Physically delivered contracts, like crude oil or corn, can force you to take or deliver the real product. Brokers usually force-close those positions days before that happens, often with extra fees. Most traders exit or roll well before the last trading day.

What does rolling over a futures contract mean?

Rollover means closing the contract that is about to expire and opening the same trade in the next month.

Index futures roll about a week before the quarterly expiration, on the second Thursday of March, June, September, and December. Volume shifts to the new month, so you roll to keep trading where the liquidity is.

How are futures trading profits taxed in the US?

Most futures fall under Section 1256. Gains get the 60/40 split: 60% is taxed as long-term gain and 40% as short-term, no matter how long you held the trade.

Open positions are also marked to market at year end, so paper gains count. This often means a lower tax bill than stock day trading. Check with a tax pro for your case.

Does the $25,000 pattern day trader rule apply to futures?

No. The pattern day trader rule covers stock and options accounts at brokers under FINRA rules. Futures accounts fall under CFTC and NFA rules instead.

You can day trade futures many times a day with a small account. Your only real limit is the margin your broker requires.

What is the difference between micro and E-mini futures?

A micro contract is one-tenth the size of the E-mini version. The MES moves $5 per index point, while the ES moves $50.

That means smaller margin, smaller tick value, and smaller losses. Micros are the usual starting point for new traders and for fine-tuning position size.

Why are Treasury bond futures quoted in 32nds?

Bond prices come from the cash bond market, which has always used fractions of a point instead of decimals.

A quote like 118'16 means 118 and 16/32, or 118.50 in decimals. For the 10-year note (ZN) and shorter, quotes go down to half and quarter 32nds, which are 64ths and 128ths.

Can you lose more than you deposit trading futures?

Yes. Futures use high leverage, and your loss is not capped at your deposit. A fast gap against you can leave a negative balance that you still owe the broker.

This is why stop losses, small position sizes, and risking 1% to 2% per trade matter so much.

How many ticks does it take to cover commissions?

Divide the round-trip commission by the tick value. On the E-mini S&P 500, a $4.50 round-trip fee against a $12.50 tick means about 0.36 of a tick.

So one tick of profit covers the fee. On cheaper contracts like micros, where one tick is $1.25, the same $0.50 to $1 fee can eat most of a tick. Fees hurt small contracts more.

What is the notional value of a futures contract?

Notional value is the full dollar value the contract controls. It is the price times the contract multiplier.

Example: the E-mini S&P 500 at 5,600 with a $50 multiplier controls 5,600 × $50 = $280,000. With about $14,300 in margin, that is roughly 20 to 1 leverage.

How do you calculate profit on a crude oil futures trade?

WTI crude (CL) covers 1,000 barrels. The tick is $0.01 and is worth $10, so a $1.00 move equals $1,000 per contract.

Buy at $75.00 and sell at $76.50, and you gain 1.50 × $1,000 = $1,500 per contract, before fees. Two contracts would be $3,000.

What win rate do you need with a 1:2 risk reward ratio?

You break even at about a 33% win rate. Win 4 of 10 trades at 1:2 and you make 8 units while losing 6, for a net gain of 2.

The math: break-even win rate = 1 ÷ (1 + reward ratio). At 1:1 you need 50%. At 1:3 you need only 25%.

When are futures markets open?

Most CME futures trade nearly around the clock, from Sunday 5:00 p.m. Central to Friday 4:00 p.m. Central, with a one-hour break each day at 4:00 p.m. CT.

Grains and livestock have shorter sessions. Volume is thin overnight, so spreads widen and stops fill worse. The busiest hours are the stock market open and major news releases.

Does a stop loss guarantee your exit price in futures?

No. A normal stop becomes a market order once it is hit, so you get the next available price. In fast moves or overnight gaps, that price can be far worse. This is called slippage.

A stop-limit order sets a price floor, but it may not fill at all and can leave you in a losing trade. Plan for a few ticks of slippage on your risk.