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Old 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.
Attached Files
File Type: xls Gap Play Data.xls (17.0 KB, 96 views)

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