daily point range of ES, NQ, ER2, YM

Discussion in 'Trading' started by z32000, May 7, 2007.

  1. z32000


    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...
  2. 2ticks


  3. Lucrum


    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.