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ES Mini Nearby Avg Volumes

  1. Any of you guys happen to track Avg contracts traded by time of day just as a gauge to activity.

    I was wondering what the volumes might be at 10.30, 11.30, 2.30, and close. Could be any average, 20 day, 50 day, 90 day, etc.

    TIA, Bob.
     
  2. I think it's around 500-600k daily

    and then given the first third of the day is 40% of the volume, the last third is 40%, and the middle is 20% .. that should be somewhat close.


    NQ is about 200k daily.