NOB spread chart

Discussion in 'Financial Futures' started by RR303, Nov 11, 2012.

  1. RR303


    Hey. Could anyone help me out by posting a 60 min chart of the NOB spread showing the last 10 days+?

    Ive tried making my own on Barchart but the figures look wrong and change when I switch between lookback periods.

    Thanks in advance.
  2. .
  3. RR303


    Perfect, thanks for that!
  4. doesnt the spread revert back to 0 as its still quoted as net change on day... i think you would have to make a synthetic to chart it properly
  5. bone

    bone ET Sponsor

    Yes, the exchange supported spread reverts back to zero for the next day's open, and it is quoted in terms of net change for the day.

    Exchange Supported NoB Daily:


    Exchange Supported NoB 60 minute interval:


    A synthetic NoB expression better showing the longer term trend:


    Yes, the synthetic expression would be required to chart it properly longer term. Which is always a very good idea. This shows why simply fading moves intraday is not always an act of brilliance.