Futures Statistics

Risk Management

Use Statistics to better control risk, adjusted to the product’s behaviour

Product Characteristics

Understand the typical behavior of the product you are trading. Available for ES, NQ, FDAX, FESX, FGBL, CL Futures

Opportunity Identifcation

Identify trading opportunities using historical statistics

For NinjaTrader 8

Initial Balance & Mid Indicator

Initial Balance

The Initial Balance High and Low are statistically significant intra-day levels. Track it easily across all your charts.

The Session and Day Mid combined with the High and Low provide a clear overview  what the market has accomplished

Hold on to your trades longer! As you scale out of your Long Position, the break even line moves lower, giving you additional confidence

Even in choppy markets, the break even line will be of great help. Watch how the line moves away from price as you scale out. This example is for a Short position

For NinjaTrader 8

Break Even Indicator

For NinjaTrader 8

Relative Volume Indicator

Detect above average volume for a specific time of day to identify great risk/reward trades

Configure how many prior sessions are used to calculate the average volume for each specific time of day.

Easily keep track of Gaps and untested Highs / Lows / Opens / Closes of prior Sessions.

This way, you’re always prepared for a Gap Fill trade & detect weak highs / lows easily

Add to a Daily Chart and easily keep track of Gaps!

For NinjaTrader 8

Gaps & Untested Levels Indicator

For NinjaTrader 8

Anchored VWAP

Where is longer time value? Is the market trading below or above the longer time value? These are important questions to ask, that can guide your trading decisions.

The Anchored VWAP indicator enables you to track VWAP during longer timeframes (Weekly, Monthly, Yearly, …) than the typical session based VWAP.

Configure the day and time as from when the VWAP indicator needs to start calculating.


Introducing our powerful VWAP (Volume Weighted Average Price) indicator, designed to provide accurate market representation and help traders make more informed decisions. With customizable settings and the ability to calculate VWAP per session, week, or month, our indicator offers a competitive edge for traders looking to stay ahead of the game.

Add multiple VWAP calculation methods to the same chart, and keep see the overview at a glance

For NinjaTrader 8

VWAP Session / Weekly / Monthly

Our clients say...

Understanding the Auction Process combined with statistical research has allowed me to continually improve my discretionary trading style


Independent Trader , Chartspots

Our Indicators are built exclusively for the NinjaTrader Platform – Our #1 recommended trading platform