Info!! Relative Book For Es Futures

Recent posts convey emphasized the human relationship betwixt book too volatility (and between VIX too volatility) equally commutation to anticipating trading campaign too opportunity. The specific tool that I've flora merely about helpful inward anticipating intraday campaign is what I telephone band relative volume: the comparing of book at a sure enough fourth dimension of twenty-four lx minutes menstruum alongside the median book for that fourth dimension of day. When relative book is inward a higher house average, nosotros tin sack aspect practiced campaign inward the ES futures; when nosotros convey below average volume, merchandise is oft narrow too attain bound.

Below are the half-hour periods of the regular trading day, the median volumes inward ES for 2009, too the measure deviations for each of those. I've flora these norms to travel quite helpful inward identifying when book is picking upwardly too slowing down, which alerts me to whether markets are facilitating merchandise at item commutation toll levels. All times are Central Time US:

8:30 AM - 242,978 (55,247)
9:00 AM - 208,202 (50,743)
9:30 AM - 173,246 (43,980)
10:00 AM - 142, 250 (53,507)
10:30 AM - 117,904 (46,620)
11:00 AM - 104,093 (36,316)
11:30 AM - 97,808 (32,632)
12 Noon - 108,429 (36,057)
12:30 PM - 113,074 (41,832)
13:00 PM - 133,750 (60,438)
13:30 PM - 147,448 (60,432)
14:00 PM - 180,139 (53,454)
14:30 PM - 264,140 (84,050)
15:00 PM (15 infinitesimal period) - 112,686 (31,815)

Please complaint that I volition travel out along to operate Twitter to update how we're trading relative to these norms (free subscription here). The final 5 tweets e'er look on the spider web log page.
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