ES High / Low violation stats

Data in ES day session from Nov 1st 2007. As the sample size increases, I will update the stats if they change markedly.

Key: 

HH = Higher High  (ie high violation)

LL = Lower Low (ie low violation) 

HMF = High Made First 

LMF = Low Made First 

VA = Value Area 

TFF = Trade Facilitation Factor (A simple method of quantifying the shape of the profile)

RF = Rotation Factor (A simple way to measure the trend of the day - see Mind over Markets p112 - p115)

Neutral Day = Day which trades beyond both ends of the first hour's range 

SRS