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01-11-2007, 08:34 AM
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Gap Fill Data for ES
I must of made this a while back. Just found it in one of my trading folders. Its an excel sheet providing some statistical data of gap fills on the ES. A trader friend of mine did all the stats work. The data probably needs some updating but was taken over a timeframe of I believe 2 years.
Could even be helpful for YM traders as they move very similar.
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01-11-2007, 05:27 PM
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Re: Gap Fill Data for ES
Excellent stuff, soul! Comes very handy on gap days. Hope someone will have it available on those mornings!
__________________
"It's against human nature to succeed in the markets"-- Newbie Trader Lounge
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01-11-2007, 06:03 PM
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Re: Gap Fill Data for ES
That is some great info thanks for puttin' it up!
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