top of page
Search

Automation Mode = OFF

Today, we have an Automation Mode = OFF. The average range of five minute bars is displayed below for the E-mini Nasdaq. This helps quantify where we are on the risk curve and how different this market is. We prefer a more steady state market environment where the five minute bars are not the same size as many of our stop losses. This is the average five minute bar range in the E-mini Nasdaq between 2am - 9am EST each day going back to 2020. The average range represents every five minute bar during the time window.


As of 9 AM the average five minute range of the last 12 bars is 81 or $1600 per E-mini contract and about 30 points higher than the same time yesterday.


The higher elevated median prices since 2020 are typically 20.


Broker day trade margins have been removed and VIX is 52.

Comments

EXCLUSIVE MARKET AND STRATEGY UPDATES

 Capstone Trading Systems © 2025. All Rights Reserved.

​

U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

​

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

bottom of page