Futures Day-Trade Levels — RTH / ON / ADR / Pivots / VWAP / Sett

8 小時前

NQ1! ES1! GC1! CL1!
Purpose
A compact, session-aware level map for intraday futures (e.g., ES, NQ, GC, CL). It draws the key areas day traders watch—previous session levels, today’s developing highs/lows, opening range, VWAP (+/− stdev), floor pivots, ADR projections, official settlement, plus weekly and monthly reference levels. Lines span the full chart for clean confluence reading, while minimalist right-edge tags keep the price scale readable.

What it plots

Previous Day (ETH)
- PDH / PDL / PDC from the continuous ETH daily bar.
Previous Day (RTH)
- Prior RTH High / Low / Close built from your RTH session window.
Today (RTH)
- Developing RTH High / Low and Mid.
Overnight (ON)
- Developing ON High / Low from your ON session window.
Opening Range (RTH)
- First N minutes of RTH, OR High / Low (user-selectable length).
VWAP (Day-Anchored)
- VWAP with optional ± standard-deviation bands (intraday σ computed from session start).
Floor Pivots (Daily ETH)
- PP, R1, S1, R2, S2 from the prior ETH daily H/L/C.
ADR (Average Daily Range)
- 14-day (default) ADR projections Up/Down, anchored from today’s open or yesterday’s close.
Settlement
- Prev Settle (prior official settlement; by default the daily close).
- Today Projected Settle (current ETH daily close proxy).
- Optional manual override for markets with different settlement feeds.
Weekly / Monthly
- Prior Week/Month High, Low, Close and current Week/Month Open for higher-timeframe context.

Labels & readability
Right-edge text tags (not plotted labels) identify each level without polluting the chart.
Automatic packing puts multiple tags at the same price side-by-side (no overlap).
Priority offsets keep the most important tags closest to the price scale.
Optional inline on-chart labels (off by default).

Session awareness
Fully session-aware using your chosen time zone and session templates:
RTH (e.g., 09:30–16:00 ET)
Overnight (ON) (e.g., 18:00–09:29 ET)

Performance / stability
Uses persistent lines (each level has a single line that updates) to minimize resource use and avoid “too many plots” errors.
VWAP lines are drawn with top-level plot() for Pine v6 compatibility.

Inputs (highlights)
- Sessions & Time Zone: RTH/ON windows and chart TZ.
- VWAP: on/off, σ bands, multiplier.
- Opening Range: length (minutes) and display toggle.
- Pivots / ADR / Settlement: independent toggles; ADR lookback & anchor; manual settle override.
- Weekly / Monthly: show/hide higher-TF levels.
- Style: line transparency; right-edge tag font size, base offset, and step spacing; optional inline labels.

How traders use it
- Context quickly: see where price sits relative to ON, RTH, VWAP, pivots, ADR, and settle.
- Confluence: full-width lines make reaction zones obvious when multiple levels align.
- Risk framing: OR / RTH H-L / ADR give natural stops/targets; settle often acts as a magnet.

Notes & tips
Works across futures symbols and timeframes; intended for intraday use.
“Prev Settle” follows your data provider’s daily close; use the manual override if your market uses a different official value.
If you prefer fewer tags, simply toggle features off or increase the tag step spacing.

Disclaimer
This tool is for educational purposes only and does not constitute financial advice. Trading involves risk—manage it responsibly.

Keywords: futures, ES, NQ, GC, CL, RTH, overnight, ON, opening range, VWAP, pivots, ADR, settlement, weekly high/low, monthly high/low, day trading, intraday levels.

1 小時前

發行說明

Purpose
A compact, session-aware level map for intraday futures (e.g., ES, NQ, GC, CL). It draws the key areas day traders watch—previous session levels, today’s developing highs/lows, opening range, VWAP (+/− stdev), floor pivots, ADR projections, official settlement, plus weekly and monthly reference levels. Lines span the full chart for clean confluence reading, while minimalist right-edge tags keep the price scale readable.

What it plots

Previous Day (ETH)
- PDH / PDL / PDC from the continuous ETH daily bar.
Previous Day (RTH)
- Prior RTH High / Low / Close built from your RTH session window.
Today (RTH)
- Developing RTH High / Low and Mid.
Overnight (ON)
- Developing ON High / Low from your ON session window.
Opening Range (RTH)
- First N minutes of RTH, OR High / Low (user-selectable length).
VWAP (Day-Anchored)
- VWAP with optional ± standard-deviation bands (intraday σ computed from session start).
Floor Pivots (Daily ETH)
- PP, R1, S1, R2, S2 from the prior ETH daily H/L/C.
ADR (Average Daily Range)
- 14-day (default) ADR projections Up/Down, anchored from today’s open or yesterday’s close.
Settlement
- Prev Settle (prior official settlement; by default the daily close).
- Today Projected Settle (current ETH daily close proxy).
- Optional manual override for markets with different settlement feeds.
Weekly / Monthly
- Prior Week/Month High, Low, Close and current Week/Month Open for higher-timeframe context.

Labels & readability
Right-edge text tags (not plotted labels) identify each level without polluting the chart.
Automatic packing puts multiple tags at the same price side-by-side (no overlap).
Priority offsets keep the most important tags closest to the price scale.
Optional inline on-chart labels (off by default).

Session awareness
Fully session-aware using your chosen time zone and session templates:
RTH (e.g., 09:30–16:00 ET)
Overnight (ON) (e.g., 18:00–09:29 ET)

Performance / stability
Uses persistent lines (each level has a single line that updates) to minimize resource use and avoid “too many plots” errors.
VWAP lines are drawn with top-level plot() for Pine v6 compatibility.

Inputs (highlights)
- Sessions & Time Zone: RTH/ON windows and chart TZ.
- VWAP: on/off, σ bands, multiplier.
- Opening Range: length (minutes) and display toggle.
- Pivots / ADR / Settlement: independent toggles; ADR lookback & anchor; manual settle override.
- Weekly / Monthly: show/hide higher-TF levels.
- Style: line transparency; right-edge tag font size, base offset, and step spacing; optional inline labels.

How traders use it
- Context quickly: see where price sits relative to ON, RTH, VWAP, pivots, ADR, and settle.
- Confluence: full-width lines make reaction zones obvious when multiple levels align.
- Risk framing: OR / RTH H-L / ADR give natural stops/targets; settle often acts as a magnet.

Notes & tips
Works across futures symbols and timeframes; intended for intraday use.
“Prev Settle” follows your data provider’s daily close; use the manual override if your market uses a different official value.
If you prefer fewer tags, simply toggle features off or increase the tag step spacing.

Disclaimer
This tool is for educational purposes only and does not constitute financial advice. Trading involves risk—manage it responsibly.

Keywords: futures, ES, NQ, GC, CL, RTH, overnight, ON, opening range, VWAP, pivots, ADR, settlement, weekly high/low, monthly high/low, day trading, intraday levels.

24 分鐘前

發行說明

Fixed a bug where some monthly and weekly levels were not showing up.