Friday, November 1, 2019

Info!! Relative Book Update: Tracking Marketplace Pose Activity

As readers know, I operate relative book to gauge probable induce during the marketplace day. Identifying shifts inwards relative book tin every bit good live useful inwards gauging breakout moves inwards stocks.

Here are median values of ES book for each 15-minute menses during the trading solar daytime (last 12 amount trading days). The 15 infinitesimal periods start out alongside the times noted below, Central Time:

8:30 - 129,016
8:45 - 105,750
9:00 - 128,045
9:15 - 106,730
9:30 - 85,685
9:45 - 79,409
10:00 - 78,328
10:15 - 69,616
10:30 - 53,424
10:45 - 51,084
11:00 - 42,182
11:15 - 55,059
11:30 - 37,002
11:45 - 45,867
12:00 - 35,095
12:15 - 44,212
12:30 - 38,450
12:45 - 35,848
13:00 - 39,102
13:15 - 45,173
13:30 - 49,051
13:45 - 53,474
14:00 - 67,905
14:15 - 74,898
14:30 - 82,093
14:45 - 125,550
15:00 - 122,409

I expose Relative Volume together with Volatility
.

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