Tabulating hourly historic volatility data for different futures instruments. - futures io
futures io

Tabulating hourly historic volatility data for different futures instruments.

Discussion in Traders Hideout

      Top Posters
    1. looks_one choke35 with 1 posts (1 thanks)
    2. looks_two Mostafa with 1 posts (0 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 Silent warrior with 1 posts (0 thanks)
    1. trending_up 1,725 views
    2. thumb_up 1 thanks given
    3. group 3 followers
    1. forum 2 posts
    2. attach_file 0 attachments

Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

Search this Thread

Tabulating hourly historic volatility data for different futures instruments.

(login for full post details)
  #1 (permalink)
 Silent warrior 
Boston, MA
Experience: Advanced
Platform: NinjaTrader
Broker: Rithmic/IQFeed
Trading: ES, ZB, GC, 6E, CL
Silent warrior's Avatar
Posts: 57 since Feb 2015
Thanks: 127 given, 12 received

With the intent of trading only at times of maximum volatility, I'd like to objectively document and grade which periods of each day during the week are historically the most volatile (i.e. Median number of expected tick excursion per 15, 30, or 60 minutes). Does anyone have a suggestion for an out of the box Excel template/data source/setup for this purpose?

Started this thread Reply With Quote

Journal Challenge April 2021 results (now extended!):
Competing for $1800 in prizes from Jigsaw
looks_oneMaking a Living with the Microsby sstheo
(84 thanks from 14 posts)
looks_twoSalao's Journalby Salao
(30 thanks from 7 posts)
looks_3Deetee’s DAX Trading Journal (time based)by Deetee
(26 thanks from 9 posts)
looks_4Learning to Profit - A journey in algorithms and optionsby Syntax
(13 thanks from 8 posts)
looks_5Maybe a little bit different journalby Malykubo
(7 thanks from 5 posts)
(login for full post details)
  #3 (permalink)
Experience: Intermediate
Platform: Other
Trading: ES, YM, 6E
Posts: 2,668 since Feb 2013
Thanks: 5,100 given, 6,555 received

There is a whole thread on this topic:

Thankfully @Fat Tails also provides the indicators.

Reply With Quote
The following user says Thank You to choke35 for this post:

futures io Trading Community Traders Hideout > Tabulating hourly historic volatility data for different futures instruments.

Last Updated on September 15, 2015

Upcoming Webinars and Events

NinjaTrader Indicator Challenge!


Journal Challenge w/$1,800 in prizes!


Seven Trading Mistakes Solved With Smart Trading Tools w/Brannigan Barrett

Elite only

Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432,
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts