⟡ Volatility Forecast
How much NQ and ES are expected to move — in the next 30 minutes, the rest of today, and tomorrow.
⟡The read — in plain English
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⟡Expected range — the cone
Left: today's actual price path. Right: where price can reasonably travel. The dark band is the likely range (about 2 times in 3). The light band is the wider range (about 19 times in 20). This is a range forecast, not a direction call.
⟡Volatility by time horizon
Annualized volatility the model expects at each horizon. A curve sloping up toward tomorrow means the bigger movement is expected later; sloping down means the heat is now. Amber dots: what options are pricing for tomorrow and next week.
⟡When moves usually happen
Average move size by half-hour of the trading day, from recent sessions. Brighter and hotter = bigger typical moves. The open and the close do the damage; lunch usually sleeps.
⟡On the calendar — today & tomorrow
Scheduled US releases that can move the forecast. WATCH items are the ones that historically hit NQ/ES hardest.
⟡How traders use this
Before the open
Check tomorrow's expected range and the regime. An Elevated or Explosive day is not the day for your biggest size or your tightest stops.
During the day
Compare the actual move to the cone. If price is already near the wide band's edge by noon, history says chasing further usually pays badly.
Reading options
If options pricing sits far above the model, the market is paying for protection — often into a report or a Fed speaker. That gap is information, not a signal.