YM daily range

Discussion in 'Index Futures' started by jrlvnv, Oct 9, 2005.

  1. jrlvnv


    Can anyone tell me about what the average daily range of the YM is? If one can also direct me where I can find this information out for the future I would be most thankful. Thanks in advance.

  2. I have attached a chart of daily ATR for the YM contract -since the beginning of this year.

    1) The red line is the 20 day ATR.

    2) The white line is the 60 day ATR.

    3) The green line is the 200 day ATR.

    I used TradeStation 8.1 to generate this chart. I suppose, you could make an Excel spreadsheet to record and monitor this type of info.

    Good luck.:)
  3. I maintain spreadsheets of data for contracts that I trade. It only takes a second at the end of the day to put in the date, high, low and close data.

    Attached is a slimmed down version of the spreadsheet that I maintain.