Saturday, January 3, 2009

ES 15-Minute Range and Volume

Above are the 20-Day averages of volumes and ranges of each 15-Minute period from 0930 to 1600 ET for the ES Futures. When I did this analysis a year or two ago, the first hour always had the highest volumes and ranges of the day. In the last two months, the highest ranges and volumes are now in the last 30 minutes of the day.

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