ES Deepest directional moves

Discussion in 'Index Futures' started by PocketChange, Oct 13, 2010.

  1. Anyone have historic data to determine the top 10 deepest ES movements before a 1 strike (5 point) retracement? ideally the date, time @ price from the start of the move and the same info at the end of the 5 point pull back. Curious to see how many of these were session gapped.