I would like to know what timings are used for calculation of Pivot points for the following items.
CL M9
EC M9
ES M9
I am using IB and Ensign, I get different values for High, Low and Close and hence I get different pivot values. for I get correct values for only ES M9. Can someone let me know what Open and Close times is used for this calculation for CL and EC?
Thanks
Ram