Is anyone aware of any statistical research done on the use of daily pivot points in trading index futures? Specifically, how often does price make some type of break out move around them? Are there some markets where they come into play more than others? I have been tracking them on the NQ now for a few weeks they do not seem to come into play often. But, it seems many traders use them so perhaps my data is a bit too anecdotal. I did a search on the site and found it difficult to wade through what I was looking for so if there is something there that someone can point me to, many thanks.