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Futures HL

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  • Futures HL

    Hi

    In the case of futures like ES and NQ the daily Bars include the globex(night) session (daily Bar is drawn starting at 4:45PM).

    Therefore the "prev high.efs" and "prev low.efs" functions plot the high and low from 4:45PM two days ago to 4:15PM yesterday.

    Can someone please help with the following 2 formulas:

    - One formula that draws the previous day high and low from yesterday 9:30AM to yesterday 4:15PM.

    - Another one that draws the Globex session high and low (yesterday 4:45PM to today 9:30AM).


    Thanks

    JM
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