Looking at 10 min bars

    New SPY system

    Posted by bkout3 on 29th of Apr 2011 at 03:14 pm

    Looking at 10 min bars for the last number of days  it looks like the 3:50 to 4:00 period trades about 3 to 10 million shares although I'm sure there could be a wider range on some days.

    if you don't trade futures alot

    Posted by zach06 on 29th of Apr 2011 at 03:15 pm

    stay away from the last 10 minutes..you will get burned!

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