indianapolis
Posts: 15 since May 2010
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Thanks Received: 2
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I have recently started looking at the british pound futures, which is what I used to be testing on for intraday trading.
I noticed that the bollinger spreads were quite a bit more narrow on average than what it was a couple years ago.
I did a rough check of the daily trading ranges of this year. It seemed to be on average less than 100 tick each day, whereas a couple years ago it was often 200+.
Is this accurate? If so, does anyone know the reason for this?
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