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How are the daily open and close values calculated for e-mini futures? (ES)
It's not the same as the last or first tick (last) value of the day. It's sometimes not even near that value. Is it some kind of average of some sample of ticks from the end and beginning of the day?
Such a high-quality answer Thanks
Daily Candle in Futures e-mini - time open and close
I do not understand very well the follow:
In Daily Candle in ES e-mini futures:
what are the time in open Candle and the Close candle?
Example, in this data:
in 2016-02-02 the open price 1928.5 at time this price is to do? And the close value at time?
Nornal follow date in some sites for ES daily candles.
Daily Candle in Futures e-mini - time open and close
I do not understand very well the follow:
In Daily Candle in ES e-mini futures:
what are the time in open Candle and the Close candle?
Example, in this data:
in 2016-02-02 the open price 1928.5 at time this price is to do? And the close value at time?
Nornal follow date in some sites for ES daily candles.
I see this in CMe:
I am confuse, and tyy see a graph in yahoo, that have date, time and price, but not concluded.
Thanks for the help.
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