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    When to decide what is CLOSE for a 24hrs market?

    Can anyone help me on this question..? I have downloaded data from CBOT and Pitrading.com and also looking at data charts from IB and data from Turtletrading.com and the Open,High,Low, Close are almost never the identical for those markets that trade over midnight, e.g 10 T-notes, Eurodollar...
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