Every trade must have three aspects to it. These three aspects, or steps, comprise the structure of a trade. Structure in trading is necessary because it decreases the odds of random or emotional decisions and it brings vital organization to trading. The three steps or aspects are Setup, Trigger and Follow-through. Setup consists of a high probability repetitive pattern. Trigger confirms or puts into motion a setup. Follow-through, which is the method used to minimize losses and, most important of all, to maximize profits. The objective of this chapter is to teach the specific structure one will need in order to trade the futures markets objectively and to give a solid education in the most effective way to structure a trade.