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This is the relative probability of this instrument trading at the high or low price of the week on any given day. Midnight is expressed as UTC−8:00 (Pacific Time).
This breakdown shows the aggregated size of all prints over the most recent quarter. Those sizes outside the top 10 are not shown, and generally represent less than 1/10th of a percent of all volume in the data set.
Times of day are expressed as UTC−8:00 (Pacific Time).
The chart shows the movement in average range (or volatility/price movement) in ticks for each slice of time shown on the x-axis. Times of day are expressed as UTC−8:00 (Pacific Time).
Last updated November 2017. Graphs depict the preceding 2 calendar years of market data unless otherwise noted.
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