ATRs for ES open?

[SoCalOptionsWriter]

Is any site where I can find the average daily trading range, over various time periods, for ES futures between, say, 9:20 AM and 9:40 AM?

 

[CannonTrading_Ilan]

I think the best way will be to create a 5 minute or 10 minute chart with your charting software, apply the ATR and then export data to excel so you can sort.

 

[Arnie]

Even the guy that wrote the book on that strat said there was little predictive value in opening range breakouts.