Pivot System Levels Based on Full Session Data
| I have had a request from active bond floor traders to include Pivot System calculations based on full session data rather than day only session data, the reason being that it will more accurately reflect the recent pickup in overnight activity. I respect this kind of input, especially coming from those who are much closer to the action than I am. The chart below depict the two different sets of levels for two weeks of trading. It can be seen that the activity on some days is better contained by these new levels, depending on overnight activity. Also please note the new line of data introduced beneath the regular T-Bond and T-Note entries on the Pattern Signal Firings Page. I suggest that you monitor the two sets of numbers for a period of time, and then come to your own conclusion. |
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