Forum: Commodities
July 28th, 2014, 12:45 PM
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Replies: 280
Views: 86,078
multi-day weekly pivots
So I tried to replicate the pivots used in DCB's chart
Using tick data , 18:00 EST to 17:15 as session, regular (floor) pivot formulas, I calcualted the daily S1 for the CL2010-10 contract on...
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