On the monthly Vwap (Feb) the 2SD has been acting as a strong R, I look forward to a retrace toward 1SD

Particularly on Mondays the Weekly VWAP cannot be used, so I personally prefer a rolling N-Day VWAP, as it catches the trades over a constant lookback period.

Attached is the 30 min chart for ES 03-12 with a rolling 3-day VWAP applied.

That is absolutely correct, that also applies to the first days of the month for the monthly vwap, I always look back further. Thanks for mentioning that.

Or enter short on upper 2sd and near upper noise band... De Gustibus

From my previous #612