E-mini Russell 2000 Index Futures

Instrument Overview (CME Group)

No description provided by the CME.

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Probability of Weekly Highs & Lows by Day

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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). Full Session.

Per-Tick Volume Breakdown

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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. Full Session.

Probability of Session Highs & Lows by Time

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Times of day are expressed as UTC−8:00 (Pacific Time). Full Session.

Average Range By Time

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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). Full Session.

Last updated November 2017. Graphs depict the preceding 90 calendar days of data as this contract had limited data history as of the date of publication.