Average range - first and last hour

Sheen

Member
67 0
How can I obtain the average range data for selected futures contracts for specified time frames? Is there any software that allows to calculate it?

I am interested in the average range for the following:
- EuroStoxx50 for the hour between 9 and 10 am CET (first trading hour after "official" open)
- E-Mini S&P500 for the hour between 3 and 4 pm Central Time (last full hour before the close)

for the last 3 and 12 months.

I would be grateful if anyone could share this data with all of us. Thank you.
 
 
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