Market Profile Part 5 by Thomas P. Drinka, Stephen M. Ptasienski and Robby L. Humes
ARTICLE SYNOPSIS ...Market Profile
by Thomas P. Drinka, Stephen M. Ptasienski and Robby L. Humes
To make the information from the Chicago Board of Trade's Market Profile and Liquidity Data Bank
reports more useful to traders, we have tabulated time-and-sales as well as volume data on 12 futures
markets to determine what could be considered ""typical"" behavior.
We analyzed 38 contracts (Figure 1) between February 1 and April 22, 1988 -- a relatively brief period
which means that the volatility and trader participation may not reflect long-term measures. Rather, these
are the type of analyses that Market P...