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Average IB's for ES, ER2, YM, and NQ


The following data was generated using the IBTool which is part of the ToolPack.

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For symbol: ES

Today's IB size: 4.25
DIBH = 1310.75
IBH = 1306.50
IBL = 1302.25
DIBL = 1298.00

Historic Data:
Total Days of Data: 60

Largest IB: 12.00 on 1/27/2006 (43 trading session(s) ago)
Smallest IB: 1.00 on 2/20/2006 (27 trading session(s) ago)

Average IB: 4.87

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For symbol: ER2

Today's IB size: 4.00
DIBH = 764.90
IBH = 760.90
IBL = 756.90
DIBL = 752.90

Historic Data:
Total Days of Data: 60

Largest IB: 10.00 on 1/27/2006 (43 trading session(s) ago)
Smallest IB: 0.40 on 2/20/2006 (27 trading session(s) ago)

Average IB: 4.80

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For symbol: YM

Today's IB size: 25.00
DIBH = 11274.00
IBH = 11249.00
IBL = 11224.00
DIBL = 11199.00

Historic Data:
Total Days of Data: 58

Largest IB: 102.00 on 1/27/2006 (42 trading session(s) ago)
Smallest IB: 21.00 on 1/12/2006 (52 trading session(s) ago)

Average IB: 42.00

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For symbol: NQ

Today's IB size: 12.00
DIBH = 1714.50
IBH = 1702.50
IBL = 1690.50
DIBL = 1678.50

Historic Data:
Total Days of Data: 60

Largest IB: 26.50 on 1/27/2006 (43 trading session(s) ago)
Smallest IB: 1.50 on 1/16/2006 (52 trading session(s) ago)

Average IB: 11.25

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For some reason I can't get more then 6 days of IB data on my IBTool....I can't find in the parameters where to change this.
Set a time template in your chart to 60 days (or more) and then eSignal will load the data needed to calculate longer time periods.

Right click a chart and from the menu:
Time Templates -> Edit...

Then in that dialog:
Click the New Template... button

Give the template a new name, say: "60Days"

Now select the new template (60Days) in your list of templates and change the # Days option from 0 to 60. Now click the Update/Add button and then click the Close button.

Once you're back at your chart right click the chart again and from the menus:
Time Templates -> 60Days

Now wait while eSignal loads 60 Days of data into your chart and once that is done click the IB Info button and it will generate stats from all the data that is loaded into the chart.

Experiment with the time templates and see what you can do with them - they're very useful.

Also note that the less granular the time frame the further back eSignal has data for it so use the least granular time frame for the study that you are performing. For the IBTool and generating that sort of information I would suggest you use 30 minute charts.

Note that you can probably get about 120 days worth of data on a 30 minute chart and so can calculate stats for the IB's for about twice as many days as I have done here.
Thanks for the detailed answer. Very helpful.
could you pleas post the 30 day average tradig range thank you
avmongoose: Here is a guide to calculate the averages for any symbol over any time frame. Let me know if this is what you need:
Calculating the Initial Balance Averages
someone could tell me how manually we can Calculate the IB of the Market?