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Real-time technical indicators for futures

Futures contracts now flow through the same shared metrics pipeline as equities. As aggregate and session-volume events stream in during the session, the platform computes and updates indicators in real time — you see the latest values without refreshing or waiting for a candle close. The metrics cover the same indicator families available for equities, adapted for the futures session structure.

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Available metrics

EMA (9, 12, 20, 26, 50, 200)

Exponential moving averages updated on every new candle aggregate across all maintained futures timeframes. Six periods are available — the 9 and 12 for fast momentum, 20 for short-term trend, 26 for intermediate confirmation, 50 for swing-level trend, and 200 for long-term direction.

SMA (20)

Simple moving average over the last 20 closing prices, computed live for each futures contract.

RSI (14)

Relative strength index with a 14-period lookback. The platform tracks oversold and overbought transitions and emits events when RSI crosses the 30 and 70 thresholds.

ATR (14)

Average true range over 14 periods. Gives you a real-time read on volatility for each futures contract — useful for sizing positions and setting stops.

Session VWAP

Volume-weighted average price computed from session volume data. VWAP resets each trading session and reflects the true average price weighted by volume.

RVOL (20)

Relative volume compared to the 20-day average at the same time of day. An RVOL of 2.0 means the contract is trading at twice its typical pace for that point in the session. RVOL updates per session minute for each futures symbol.

Opening Range (ORB)

The high and low of the first completed bar of a session, tracked for the 15-minute, 30-minute, and 60-minute timeframes. For futures, each session — Globex and NY — has its own independent opening range. Once the defining bar closes, the ORB high and low lock and the platform monitors live price against those levels for the rest of the session. Bull and bear break events fire intrabar as soon as price crosses the level.

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How futures metrics work

Futures metrics use the same computation engine as equities metrics. Aggregate-driven indicators (all six EMA periods, SMA, RSI, ATR) update live for every maintained timeframe from the developing candle, while session VWAP and RVOL are computed from session-volume events. Indicator state is bootstrapped from historical candles at startup, so EMA, SMA, RSI, and ATR values are available from the first update of the session — you never see blank or partially seeded metrics while the system catches up. The same RSI threshold events, ATR proximity events, and VWAP sigma band transitions documented on the equities metrics page apply to futures as well.
Futures metrics are available for all contracts the scanner tracks. The indicator values and event types are identical to equities — if you already use equities metric alerts, the same rule types work for futures symbols.

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RVOL for futures

RVOL is particularly useful for futures because volume patterns are highly session-dependent. The 20-day lookback compares current volume to the same point in prior sessions, normalizing for time-of-day effects like the open, European session overlap, and the close. Use RVOL to:
  • Spot unusual activity early — a spike above 2.0 in the first hour may signal institutional flow or a macro catalyst
  • Confirm breakout strength — a setup going in force on elevated RVOL is more likely to follow through than one on thin volume
  • Filter noise — low RVOL readings during the midday lull help you avoid false signals in quiet conditions

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Metric alerts for futures

You can target futures contracts in all six metric alert rule types available under Alerts → Metrics:
  • RSI superstack — fires when multiple timeframes align in the same RSI extreme on a futures symbol (new rules default to both oversold and overbought enabled)
  • VWAP band hit — fires when price touches a VWAP sigma band on a futures contract
  • RVOL high — fires when a futures contract’s relative volume exceeds your threshold
  • Initial Balance — fires when price breaks above or below the initial balance range, or pulls back to the 50% midpoint after a break. For futures, the initial balance is tracked per session — Globex and NY each have their own independent IB range. The IB high, IB low, and midpoint lock once the first 60 minutes of the respective session close, and the range stays active for up to 6 hours before expiring. When creating an Initial Balance rule, you select which futures sessions to monitor — Globex, NY, or both. A Globex IB break and an NY IB break on the same contract do not suppress each other. No timeframe selection is needed.
  • ATR High/Low — fires when price approaches (Near) or crosses through (Crossing) the ATR-derived high or low level on any selected timeframe. Enable each toggle independently for highs and lows to control the alert sensitivity you need.
  • ORB — fires when price breaks above the opening range high or below the opening range low. For futures, you select which sessions to monitor — Globex, NY, or both. Each session tracks its own opening range independently, so a Globex ORB break and an NY ORB break on the same contract do not suppress each other. The opening range expires after 6 hours, preventing stale levels from firing late in the session. Choose from 15m, 30m, or 60m timeframes, toggle Bull and Bear directions independently, and optionally enable Alert retriggers to allow repeated alerts after the cooldown expires.
When creating a rule, enable All futures to monitor every contract, or enter specific futures symbols (e.g., ES=F, NQ=F) in the symbols field. You can also combine equities and futures in the same rule by enabling both toggles. See Realtime alerts for full details on configuring metric alert rules.
Metrics are computed from live market data and update continuously. Values can change rapidly during volatile conditions. Always confirm with the full setup context before acting on a metric signal alone.