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ghoti734
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Everything posted by ghoti734
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FYI - Volume at Price is available for download at the CMEGroup site for all futures products. It's in the middle of the page: Volume & Open Interest I extracted the ES contract and plotted the Volume at Price for the area above where we are currently trading. This is the Excel chart for the date range noted. It's also premium adjusted for the December contract. The inset chart is the area the bar graph represents.