could someone please direct me to a source for Market Profile information (MP), VAH,VAL,POC.. and also advise the appropriate time periods to use for this calculation as Eurex differs from the US Globex.
which of the following would be the most appropriate in determining MP? all hours exchange (CET)
A,0900-1730 Trading floor pit hours
B, 0900-2200 Complete trading hours, less pre-market up to US equity close 2200
C,0800-2200 complete trading hours, including pre-market up to US equity close
D, other?
would be wonderful if mypivots.com could add this calculation to their daily postings.. as they do the various E-minis...
Any information or source for this information would greatly appreciate.