Got whipped again. Seems to be happening whenever I touch futures these days. It seems that there was so much movement during that microsecond that my SL trailed and got hit, though at a lower price than my purchase price.
Not to post trade logs, but to illustrate that point. See how much movement happened at 10:36:19
It seems that the price hit 285.60 triggering my buy, then moved up to 286.6 moving up my stoploss of 16 ticks. and then reversed hitting my stoploss !!! All this within a fraction of a second.