Info!! Relative Book Update: How Much Participation Tin Nosotros Hold Off During The Day?

Relative volume is a concept that assesses electrical current book equally a component of the normal, expectable book for that item fourth dimension of day. This is important, because relative book tells us something of import virtually volatility too who is participating inwards marketplace moves.

Here are the median volumes for Jan to the acquaint for the ES contract on a half-hourly dry soil (Central time; the fourth dimension given is the starting fourth dimension for the half-hourly period). Standard deviations to assistance you lot estimate shifts inwards relative book are inwards parentheses. I likewise yell relative book inwards my intraday Twitter comments:

8:30 - 249,628 (60,916)
9:00 - 210,109 (49,641)
9:30 - 176,713 (47,441)
10:00 - 150,998 (58,135)
10:30 - 124,357 (52,555)
11:00 - 112,447 (38,514)
11:30 - 111,184 (32,758)
12:00 - 113,583 (34,148)
12:30 - 122,089 (43,015)
13:00 - 144,050 (64,873)
13:30 - 153,997 (62,491)
14:00 - 188,381 (55,594)
14:30 - 260,692 (84,687)
15:00 - 111,856 (30,520)

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