Average True Range (ATR)

robinroos

Newbie
3 0
Hi Folks

Can anyone furnish me with *relatively* recent ATR numbers for a few of the major commodity futures markets? I'm looking at some position sizing algorithms which require ATR. Ball-park figures would suffice for my immediate purposes, but also let me know the averaging basis used (e.g. 10-day simple) if possible.

Even just a couple of these would help today:

ZC, ZW, ZO, ZR, ZS, KC, CC, JO, ON, CT, HE, LE, GF, GPB, BB, HO, NG, BRN

Many thanks, Robin.
 
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