E-mini NASDAQ 100 Futures
Instrument Overview (CME Group)
“Based on the underlying Nasdaq 100 stock index, E-mini NASDAQ 100 futures offer smaller-sized, liquid benchmark contracts to manage exposure to the 100 leading non-financial U.S. large-cap companies that make up the Nasdaq 100. The index is frequently used to manage technology exposure due to its heavy technology sector weighting.”
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 October 2017. Graphs depict the preceding 2 calendar years of market data unless otherwise noted.