is there a website or does anyone know where I can find the average daily point range for ES, NQ, ER2, YM? I thought I read it somewhere where data was based from year to year...month to month, week to week...
http://www.mypivots.com/dn/archive.aspx Has what you're looking for, but probably not in the format you want.
These are one year exponential averages of daily range. YM 106 ES 12.91 NQ 24.79 ER2 11.49 Don't know of a web site off hand.