Instrument Overview (CME Group)
No description provided by the CME.
Probability of Weekly Highs & Lows by Day
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
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.
Probability of Session Highs & Lows by Time
Times of day are expressed as UTC−8:00 (Pacific Time).
Average Range By 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). Full Session.
Last updated November 2017. Graphs depict the preceding 2 calendar years of market data unless otherwise noted.