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Statistics service: ATR / contracts traded per hour


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Statistics service: ATR / contracts traded per hour

  #1 (permalink)
 thomasblake 
Sydney, N.S.W., Australia
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 22 since Feb 2013
Thanks Given: 56
Thanks Received: 4

Hi,

Can anyone direct me to a website that has statistics on currency and commodities futures and is updated regularly - daily / weekly ATR and number of contracts traded per hour of day, please? I'm happy to pay for a service.

Many thanks,
Tom

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  #3 (permalink)
 
CannonTrading's Avatar
 CannonTrading   is a Vendor
 
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dont think there is such a service but you cvan create your custom excel file and get data from platforms like CQG and sierra with the values specified

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  #4 (permalink)
 gfmatt 
Edmonton, Alberta
 
Experience: Advanced
Platform: IB
Trading: nq
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I'm not sure what you are trying to accomplish. Just stick to the big liquid products if you are daytrading.

Stocks: ES and NQ.
Bonds: ZB or ZN
Commodities: CL, GC, NG
Currency: Eur, Yen , etc.

You should be able to see ATR on your charting package.

Don't try to re-invent the wheel. The B/A spreads are almost always 1 tick wide (RTH). There is no need to overanalyze liquidity in these markets if you want to trade them.

Edit: oops! OP was in November

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 trendisyourfriend 
Quebec Canada
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thomasblake View Post
Hi,

Can anyone direct me to a website that has statistics on currency and commodities futures and is updated regularly - daily / weekly ATR and number of contracts traded per hour of day, please? I'm happy to pay for a service.

Many thanks,
Tom

this site might help you:
The Money Clock

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