While I think other answers fit better,
I slip through your fingers as sand in a sieve.
Created memories are forgotten in time
A brief moment, an eternity, is when I live.
Memories are created in an instant, and live on within us
I'm nothing at all, yet I contain everything.
We humans are a summation of memories, despite not being physically tangible (yet)
Time travellers leave me, but I'm always waiting.
Memories persist through time with the traveler, and the state of the universe with it, and can be re-implemented (think Back to the Future, specifically when Marty and Doc end up in the alternate timeline where Biff is successful; they set things back to a more favorable state)
I'm always moving, yet you're always within me.
Memories include the state of the remember-er; e.g. when you remember a childhood birthday party, you are as you were then, not as you are now.
Held between mighty ones who can never win me.
Not sure how 'Memories' could fit this. Perhaps even those with power and might cannot take your memories?