Hi,

Can anyone point me in the direction of an indicator which will allow me to export / view the tick range for YM and ES by hour (930 AM - 4 PM EST) and number of contracts traded per hour? I was hoping to do some analysis based on days of the week for the last 12-18 months in Excel or some other program.

Thank-you.

Tom

I've just answered my own question - Sorry should've been more thorough in my initial search of nexusfi.com (formerly BMT)...

https://nexusfi.com/local_links.php?linkid=619

thomasblake 

Hi, Can anyone point me in the direction of an indicator which will allow me to export / view the tick range for YM and ES by hour (930 AM - 4 PM EST) and number of contracts traded per hour? I was hoping to do some analysis based on days of the week for the last 12-18 months in Excel or some other program. Thank-you. Tom

Also check this thread:

Master Homework and Statistics Thread I often think of trade ideas, but seldom have time to perform analysis on them. I have even thought of hiring an "intern" type of person that could crunch numbers all day, but I thought I would try this thread first. If I provide the raw formatted …

I believe several studies were created and posted for this type of analysis in the thread.

Mike