ES RTH PnF Chart with day-generated Levels is a Point and Figure chart of the ES regular session (RTH) with all the key reference levels of the day drawn automatically. Point and Figure only plots meaningful price movement, so the chart shows the rotations of the day without the noise of time-based bars. It is made for day traders who want to understand the context of each session at a glance.

What is on the chart

• Point and Figure bars for the ES regular trading session
• Automatic levels: previous close, previous settlement, previous high and low of day, overnight high, low, mid and POC, full-session mid and VWAP, RTH mid and VWAP, Open and Initial Balance
• Daily volume profile
• Large Volume Trade Indicator
• Rotation values at each bar high and low
• Cumulative delta and volume bars

All intraday levels in one place

This template mainly focuses on drawing all the important intraday levels for you, from the previous close and settlement to the overnight range, VWAPs and the Initial Balance. On top of that it highlights large trades, volume and cumulative delta (CVD).

Good to know

• Preset for ES. For other markets, adjust the box size and session times.
• Uses standard Sierra Chart studies. We recommend Package 10 or higher.
• Want the full session including overnight on Renko bars? See the ES Renko Chart with day-generated Levels. All options: Sierra Chart volume profile templates.
• For your preparation: the Volatility & Range Projection indicator shows the expected size of each session, based on the market’s volatility index.