Is Pre-open range related to normal trading range?

Discussion in 'Automated Trading' started by travis, Sep 22, 2006.

  1. travis


    I am wondering whether I could place a rule in my system that exploits the fact that pre-open range (high minus low) and regular trading hours range might be related.

    But are they related? I don't have enough data for index e-mini futures to test this.

    What I would like you to tell me is this - if we move very little during pre-open hours, does that make it more likely that we will also move very little during regular trading hours?