Wednesday, February 5, 2014

Session Bar Chart

This "View Indicator" splits the day into discrete sessions (new bar for each session). In the example below, the sessions are 9:30 EST (i.e. the NSYE "Regular Trading Hours" - RTH) and 16:00 EST (i.e. the NYSE "Overnight" - ON).

ON trade is usually light, and normally mean reversion. ON inventory (over-long or over-short) can have a significant impact on the open of the RTH.

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