Info!! Updated Relative Book Norms For The Es Market

As promised, I'm updating readers on the relative book norms for the S&P 500 e-mini (ES) market. Remember, these stand upward for the median volumes for each one-half hr menses during the marketplace position day. I volition live posting to a greater extent than on the topic of relative book inwards coming days. For to a greater extent than data almost relative volume, banking corporation tally out the recent postal service on the topic likewise equally this explanation.

The numbers inwards parentheses are the criterion deviations some those median book values. That gives you lot an take in of what a really high or depression book figure would hold off like: I mostly visit values inwards a higher house or below 1 criterion divergence to live meaningful.

Note that all times are Central Time, U.S.; the lastly menses is the fifteen infinitesimal "after hours" menses inwards Globex futures. The values instruct dorsum to mid-June (45 trading days), which is when the electrical flow contract became the front end month.

8:30 AM - 232,738 (45,819)
9:00 AM - 206,277 (48,136)
9:30 AM - 133,732 (37,981)
10:00 AM - 105,369 (36,975)
10:30 AM - 95,450 (40,804)
11:00 AM - 61,769 (25,008)
11:30 AM - 56,682 (21,972)
12:00 north - 67,068 (30,186)
12:30 PM - 61,687 (23,390)
13:00 PM - 82,336 (32,547)
13:30 PM - 76,717 (44,062)
14:00 PM - 99,610 (35,349)
14:30 PM - 194,488 (56,432)
15:00 PM - 95,539 (25,427)

The numbers dramatically highlight when institutions tend to live most active inwards the stock index futures market. Knowing when large participants are active is of import inwards handicapping the odds of markets moving significantly, equally book correlates alongside volatility past times almost .65. More on this topic to come upward shortly.
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