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Soultrader

Gap Fill Data for ES

By Soultrader, in E-mini Futures

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Soultrader    12

Soultrader
Posted

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.

Gap Play Data.xls

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