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Data-Driven ES High–Low Ranges for Intraday Futures Traders
“Most ES traders guess where price might stall or reverse. QuantRange uses historical intraday data to define where price statistically tends to reach its highs and lows — so traders stop guessing and start reacting.”
Latest Settlement Date
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Contract
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ES—
H —L —Vol —
Today Expected High-Low Range
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Today Expected Volume Range
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Expected Range Backtest
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Average Daily Range (High − Low)
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Median Daily Range (High − Low)
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Highest Daily Range
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Lowest Daily Range
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Volume & Range Analytics
Pivot Points
Classic Floor Trader Pivots — calculated from High, Low, Last
Level
Price
Distance from Pivot
Rolling 20-Day Average Range
Daily range (High − Low) with 20-day moving average — volatility expansion/contraction
Range Distribution
How often daily ranges (High − Low) fall in each bucket — see where "normal" sits