6E 6B etc MP / VP 24 hour start fromwhich time zone?

NexusFi · 2016-01-08T04:57:26-05:00

If you want to use full trading hours, it's 23:00 - 22:00 London time for currency futures. I am using only 07:00 - 21:00 for EU and 08:00 - 21:00 for GU which are their most active trading times and don't want the Assian session to affect VPOC & especially POC. For DAX main activity is 07:00 - 16:00, after this time and up to Xetra close at 21:00 it is driven by YM & ES with much less volume, Eurostoxx kinda follows DAX. For ES also 14:30 - 21:15 which is the most active part (Nyse open). FTSE is mostly …

Discussion in Currencies

Updated January 8, 2016

6E 6B etc MP / VP 24 hour start fromwhich time zone?

January 8th, 2016, 04:57 AM	#11 (permalink)
matthew28 United Kingdom Elite_Member Experience: Beginner Platform: Bookmap Broker: Stage 5, Rithmic Trading: US Equity Index Futures Posts: 1,250 since Sep 2013 Thanks Given: 3,500 Thanks Received: 2,532	Seacat. For easy comparison to your charts this is my 2am-3pm ET chart (European open to CME settlement), for this morning about two and a half hours after the European open. If I was purely volume profiling I would probably use all the data but as I like seeing the TPO chart single prints, buying/selling tails and spikes I leave out the time periods I am not interested in.