Intra-day Automatic Reversal Times

Trading Day Divided Into Eight Equal Parts

Central Time is Assumed

ExchDelta Open1st2nd3rd4th 5th6th7thClose
BPIMM50.000 7:208:109:009:5010:40 11:3012:201:102:00
CCBOT28.125 9:309:5810:2610:5411:22 11:5012:1812:461:15
CCNYCSCE32.500 8:158:479:209:5210:25 10:5711:3012:0212:35
CLNYME40.625 8:459:2510:0610:4611:27 12:0812:481:292:10
CONYCSCE37.500 8:008:379:159:5210:30 11:0711:4512:221:00
CPCOMEX43.750 7:107:538:379:2110:05 10:4811:3212:161:00
CRBNYFE38.125 8:409:189:5610:3411:12 11:5012:281:061:45
CTNYCTE31.250 9:3010:0110:3211:0311:35 12:0612:371:081:40
DMIMM50.000 7:208:109:009:5010:40 11:3012:201:102:00
DXNYCTE90.00 2:00a3:305:006:308:00 9:3011:0012:302:00p
EDIMM50.000 7:208:109:009:5010:40 11:3012:201:102:00
FCCME29.375 9:059:3410:0310:3311:02 11:3112:0112:301:00
GasolNYME40.000 8:509:3010:1010:5011:30 12:1012:501:302:10
GCCOMEX46.250 7:208:068:529:3810:25 11:1111:5712:431:30
HONYME40.000 8:509:3010:1010:5011:30 12:1012:501:302:10
JYIMM50.000 7:208:109:009:5010:40 11:3012:201:102:00
LBCME30.625 9:009:3010:0110:3111:02 11:3312:0312:341:05
LCCME29.375 9:059:3410:0310:3311:02 11:3112:0112:301:00
LHCME28.750 9:109:3810:0710:3611:05 11:3312:0212:311:00
MMIIOM50.625 8:309:2010:1111:0111:52 12:431:332:243:15
MuniCBOT50.000 7:208:109:009:5010:40 11:3012:201:102:00
N.GasNYME38.750 9:009:3810:1710:5611:35 12:1312:521:312:10
NikkeiIOM50.625 8:309:2010:1111:0111:52 12:431:332:243:15
NYSENYFE50.625 8:309:2010:1111:0111:52 12:431:332:243:15
NYSENYSE48.750 8:309:1810:0710:5611:45 12:331:222:113:00
OatsCBOT28.125 9:309:5810:2610:5411:22 11:5012:1812:461:15
OJNYCTE30.000 9:159:4510:1510:4511:15 11:4512:1512:451:15
PBCME28.750 9:109:3810:0710:3611:05 11:3312:0212:311:00
PLNYME46.250 7:208:068:529:3810:25 11:1111:5712:431:30
RiceCBOT31.875 9:159:4610:1810:5011:22 11:5412:2612:581:30
SBNYCSCE28.750 8:308:589:279:5610:25 10:5311:2211:5112:20
SICOMEX45.000 7:258:108:559:4010:25 11:1011:5512:401:25
SFIMM50.000 7:208:109:009:5010:40 11:3012:201:102:00
SCBOT28.125 9:309:5810:2610:5411:22 11:5012:1812:461:15
SMCBOT28.125 9:309:5810:2610:5411:22 11:5012:1812:461:15
SOCBOT28.125 9:309:5810:2610:5411:22 11:5012:1812:461:15
SPIOM50.625 8:309:2010:1111:0111:52 12:431:332:243:15
SPcash52.500 8:309:2210:1511:0712:00 12:521:452:373:30
TBillIMM50.000 7:208:109:009:5010:40 11:3012:201:102:00
TBondCBOT50.000 7:208:109:009:5010:40 11:3012:201:102:00
VLKCBT50.625 8:309:2010:1111:0111:52 12:431:332:243:15
WCBOT28.125 9:309:5810:2610:5411:22 11:5012:1812:461:15

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created by Bonnie Lee Hill,
bonniehill@verizon.net
last modified on June 8, 2009

URL: http://mysite.verizon.net/bonniehill/pages.aux/murrey/reversal.intraday.html