NOB spread chart

R

RR303

Hey. Could anyone help me out by posting a 60 min chart of the NOB spread showing the last 10 days+?

Ive tried making my own on Barchart but the figures look wrong and change when I switch between lookback periods.

Thanks in advance.
 
Quote from white_goodman:

doesnt the spread revert back to 0 as its still quoted as net change on day... i think you would have to make a synthetic to chart it properly
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Yes, the exchange supported spread reverts back to zero for the next day's open, and it is quoted in terms of net change for the day.

Exchange Supported NoB Daily:

aayr81.png


Exchange Supported NoB 60 minute interval:

2gwdw9e.png


A synthetic NoB expression better showing the longer term trend:

1zwzomr.png



Yes, the synthetic expression would be required to chart it properly longer term. Which is always a very good idea. This shows why simply fading moves intraday is not always an act of brilliance.
 
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