01-11-2007, 08:34 AM
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Status: Super Moderator Join Date: Aug 2006 Location: Tokyo Thanks: 545
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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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