Before revision:  This has been achieved using several triggers encoded in a multivariate trading system. Then a non-random content of the financial series can be inferred  .
After revision:  This has been achieved using several triggers encoded in trading systems. This kind of analysis are based on methods widely used in nuclear physics, with large samples of data and advanced statistical inference. Considering the movements of the Euro future contract at high frequency, we show that a part of the non-random content of the financial series can be inferred .