Inspired by Estocastica, I think it is a good idea to keep some “Day trades that got away” in my trading diary. It helps to improve my pattern(setup) recognition ability. Skills come from continuous practice.
I have studied charts of ER2, YM and NQ for the past week, there were couple of setups that attracted my attention.

[photopress:NQ_15_fib.jpg,full,pp_image]

1) Is the trend up or down? Would you be looking to get long or short this futures contract?
Down. Looking at short

2) Where would you get long/short this futures contract ?
Below 15th bar low.

3) Where would you put the initial protective stop?
Above the 15th bar high

4) When would you stop trading for the day?
After position is established or 2pm NY time.

5) Where would you exit the position?
Fib extension level 61.8%

More trades here…

[photopress:NQ_fib_15.jpg,full,pp_image]

1) Is the trend up or down? Would you be looking to get long or short this futures contract?
Up. Looking at long

2) Where would you get long/short this futures contract ?
Above 7th bar high,above Fib extension.

3) Where would you put the initial protective stop?
Below the 7th bar low

4) When would you stop trading for the day?
After position is established or 2pm NY time.

5) Where would you exit the position?
Fib extension level 161.8% and 200%

[photopress:ER2_15_fib.jpg,full,pp_image]

1) Is the trend up or down? Would you be looking to get long or short this futures contract?
Down. Looking at short

2) Where would you get long/short this futures contract ?
Below 6th bar low, below Fib extension.

3) Where would you put the initial protective stop?
Above the 6th bar high

4) When would you stop trading for the day?
After position is established or 2pm NY time.

5) Where would you exit the position?
Fib extension level 61.8% or at 38.2% above last bar high

[photopress:YM_15_fib.jpg,full,pp_image]

1) Is the trend up or down? Would you be looking to get long or short this futures contract?
Down. Looking at short

2) Where would you get long/short this futures contract ?
Below 5th bar low, below Fib extension.

3) Where would you put the initial protective stop?
Above the 5th bar high

4) When would you stop trading for the day?
After position is established or 2pm NY time.

5) Where would you exit the position?
Fib extension level 161.8%

After reading my setup rules again, and review charts, the last YM trade is not a valid setup.