There are many different futures markets to trade in as a day trader. The most common one is the E-mini S&P. It is one of the most liquid contracts in the world and it trades nearly 24 hours a day, 5 days a week. Intraday margins on the E-mini S&P can be as low as $300, which is insane. However there are many other day tradable futures contracts. There are US Treasury bond futures and notes, the 30 year bond and 10 year note. There are currency futures, the Japanese Yen, the Eurocurrency and Aussie Dollar. Commodities also have big enough intraday ranges that you can scoop out decent amount of ticks during the trading day. Crude oil can easily have $2 range, enabling you to make decent profits. Even the grains, like wheat have nice trending intraday moves. 1 tick in the wheat is equal to 1 tick in the E-mini S&P and you don't have to spend all day fighting HFT black boxes trying to spoof the market. Where there is 1500 lots on the bid and 2500 lots on the offer. Then the offer thins out to 250 lots and goes bid for 2500 lots.
The thing to keep in mind as a day trader is that you are in and out within the day for a few ticks or even a few handles if you have a good runner, so you need a market that has the capacity to have good intraday moves and enough liquidity so it is easy to get out. The reality is most futures markets are liquid enough to trade on an intraday basis. You have to find one that you are comfortable with in terms of intraday moves and how wild the market can get. Grains can go limit. Stock indicies can have flashes, where they move 10 handles in a blink of an eye, like the Twitter crash when false news stories from a hacked AP Twitter account said the capital had been bombed. Energies can be subject to news stories you won't have access to for minutes after it is absorbed by the market. You won't know if there is a pipeline explosion until well after the commercial traders know. Of course these are not everyday occurrences but every market has its own pot holes that must be kept in mind when trading.
Another thing to keep in mind when selecting a market for day trading is the hours it trades. If we go back in time to when there was an open outcry trading floor, there was a set opening and closing time every trading day. Now with all the markets electronic they are open around the clock. However the markets have times of the day where most of the trading occurs. This is commonly known as cash hours. For stocks it is the trading hours of when the stock market is open. For currencies, metals and bonds it is a little different as those markets have cash hours in Asia, Europe and the US. But generally traders will use the time of 8am to 2pm time zone as the most liquid times in the respective time zone. Grains are a bit different. Traders use the old floor hours as the most liquid trading times of the day for grains.
If I was going to make a list of the best day futures markets for day trading, it would be (in no particular order): E-mini SP, E-mini Nasdaq, mini dow, mini Russell, 30 year bonds, 10 year notes, crude oil, corn, wheat, soybeans, gold and silver.