Background on Last 10 days of Bracketing Markets Table
For each contract (cntrct), the letter T or B denotes non-bracketing or bracketing respectiveley for the previous 10 trading days with the most recent trading day on the extreme left for each of the 5, 10, 15 and 20 day overlay headings. Spaces mean no data or a weekend or a holiday. The most recent trading day in table is given in the heading. The tables are updated daily around 5am the following morning. The use of this information in a trading strategy is covered elsewhere. Click here for the last 10 days of bracketing markets table