Volume patterns in futures

For those that integrate volume patterns into their futures/commodity systems, can anyone shed some light on the best ways to reduce "noise" associated with futures rollover, or suggest a readily accessible source of volume data in the spot equivalent for currencies and bonds?

Stocks are easy since one can always revert to NYSE or SPY volume during ES & SP rollovers, but I haven't been able to find a similar spot equivalent for 30yr bonds and/or EuroFX (obviously there are liquid cash markets in both, I just don't know where to track the data)?

Thanks

 

The synthetic contract works, I think.

 

I use total vol (total vol of all open contracts).

H