ALL prices posted are within two sigmas on 1M implied vol. Fully 5/8 (63%) of your levels are within 2 sigmas on 7-day implied vol, which is really convenient for your skeptics. Stat-vol will give you the same output within a few pips. 9% vol on 1W duration 10% vol on 1M duration IV data courtesy of Thomson/IFR
That's amazing. I've just plotted these and noticed that every single reversal is within 200 pips of at least one of these levels. :eek: Incredible. Thanks for sharing.