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Futures Volatility Box

5 volatility models to help you trade futures, micro futures and SPX options. Updated every Sunday with the latest volatility ranges, for ThinkOrSwim and TradingView.

$169a month, cancel anytime

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NQ futures on Apr 15, 2019: aggressive and conservative entries in the Volatility Box, a first target of +$400 and a runner for 50 more points.
10Futures markets, plus their micros
5Volatility models, updated every Sunday
24Hourly levels a day, overnight included
2Platforms: ThinkOrSwim and TradingView

What you get

  • 10 futures markets, plus their micros and SPX
  • 5 hourly volatility models for any market
  • Regular and overnight sessions
  • Indicators for ThinkOrSwim and TradingView
  • New ranges every Sunday before the open
  • The Trade Plan and video walkthroughs
  • Daily volatility emails and the Trading Assistant
  • The Squeeze Course and members-only indicators

Futures markets supported

10 major futures markets, plus their micro contracts and SPX.

S&P 500/ES, /MES, SPX
Dow/YM, /MYM
Nasdaq/NQ, /MNQ
Russell/RTY, /M2K
30-year bond/ZB
Gold/GC, /MGC
Silver/SI, /SIL
Crude oil/CL, /MCL
Natural gas/NG, /MNG
Copper/HG, /MHG

The difference is clear

The same /ES chart on Oct 20, 2026, without and with the Futures Volatility Box (Conservative model).

/ES 5-minute chart on Oct 20, 2026 with no studyWithout the Volatility Box

A blank chart with no framework. Where do you enter? Where's your stop? What's your target?

The same /ES chart with the Futures Volatility Box Conservative zones and linesWith the Futures Volatility Box

An instant framework: a buy zone below, a sell zone above and target lines, reset every hour.

Volatility models built to fade the extremes

We study the new data every week to set quant-based reversal levels for the week ahead.

The 11:00 hour of /ES on Oct 20, 2026 with each model's buy zone measured down from the hour high of 7,785.75: the 11:10 low of 7,747.00 went below the Scalper, Aggressive and Doomsday Aggressive zones, reached the top of the Conservative zone and stayed above Doomsday Conservative

Five models for any market

Aggressive, Conservative, Doomsday Aggressive, Doomsday Conservative and Scalper. Whether it is March 2020 volatility or a normal scalping day, there is a model for it.

/GC on Oct 20, 2026: short at the Conservative cyan line, 4,173.8, with the stop 8.3 points away at 4,182.1 and T2 30.5 points away at 4,143.3, reached at 12:15

Skew risk to reward

Precise entries at volatility extremes keep the stop small relative to the target. Use 0 DTE SPX options to skew it further.

/NQ on Oct 20, 2026: long at the Conservative cyan line, 29,393.50, stop 29,283.75. That is 109.75 points of risk: $2,195 on one /NQ, $219.50 on one /MNQ

Micros for smaller accounts

Every market except the 30-year bond has a micro contract in the Volatility Box, so you can size down while you learn.

The two Futures Volatility Box setups from our January 2021 video: a trend pullback that plays a move into the box after a Squeeze Signal, and a fade that plays the move away from it after a cyan line breach and an Edge Signal

Two simple setups

Two volatility setups, a fade and a trend setup, so you can trade at the edge of the range or ride a trending day.

S&P 500 futures on July 14, 2022, from our video: Fed Governor Waller's comments pushed price into the upper Volatility Box zone, the Edge Signal printed, and a short on the retest of the cyan line risked 11.5 points and reached its first target

Trade scheduled catalysts

Switch models for volatility events like FOMC days and inventory reports, and use the video playlist to set up your charts.

S&P 500 futures on June 15, 2020, from our video: the Futures Volatility Box plotted its Likely Trending Up bubble at 7 a.m. Pacific, and the S&P rose about 2.8% from there over the rest of the day

Spot trending days early

Learn the signs of a trending day before it sets up, and the Trading Assistant trains your eye to recognize the setups.

How it works

  1. This week's Futures VB download: five ThinkOrSwim study files, with the Conservative study's header reading Volatility Box Hourly for 2026-10-18 - 2026-10-25

    Weekly update

    We study the new data and update the Futures Volatility Box ranges every Sunday, before the futures open.

  2. The Volatility Box Dashboard in a ThinkOrSwim watchlist on the 11:10 bar of Oct 20, 2026: Edge Entry marks each market and model whose entry line that bar reached

    Adapt to volatility

    Pick the model that fits the day's volatility regime, from a quiet scalping session to an extreme one.

  3. /ES on Oct 20, 2026 with the Conservative study's label: long entry 7752.25, stop 7742.75, T1 7761.75, T2 7777.50. The 11:10 low of 7,747.00 reached the buy zone and T1 hit at 11:15

    Trade with an edge

    Use the fade and trend setups to trade at the edge of the range, with entries, stops and targets already on your chart.

Videos

Recent trade reports

Futures sessions broken down with the Futures Volatility Box, newest first.

Why This S&P Futures Setup Worked But the Dow FailedAug 27, 2026This S&P 500 Futures Setup Ran 14+ PointsAug 25, 2026How to Trade an S&P Sell-Off (Step by Step)Feb 12, 20262 Setups to Trade Volatile Days (Step by Step)Feb 12, 2026SPY Volatility vs. ES Volatility (With Examples)Dec 4, 2025How to Find Hidden Volatility Setups Every DayNov 12, 20253-Step Trend Reversal Pattern (With Examples)Sep 23, 2025The Easy Way to Catch Intraday ReversalsSep 18, 20252-Step Process to Trade Volatility in FuturesSep 9, 2025

How it works

Walkthroughs of the setups, the models and the tools that come with the membership.

2 Volatility Setups to Trade FuturesSetupsAdapting to Changing Volatility ConditionsModelsAdding a Trading Assistant to the Volatility BoxTrading AssistantHow to Easily Identify a Trending DayTrending daysWalking Through the Morning Volatility NoteMorning noteDay Trading Futures: Volatility Box Walk-ThroughMar 6, 2020

Futures VB is in the Bundle

The Bundle adds Stock VB, ORB Setups and Squeeze Setups, for $253.50 a month.

See the Bundle

Questions

Which platforms are supported?

The Futures Volatility Box is available for ThinkOrSwim and TradingView. You get indicators for both, plus video walkthroughs showing exactly how to set them up.

Which markets can I trade?

Ten futures markets: S&P 500 (/ES), Dow (/YM), Nasdaq (/NQ), Russell (/RTY), 30-year bond (/ZB), gold (/GC), silver (/SI), crude oil (/CL), natural gas (/NG) and copper (/HG). The micros are included (/MES, /MYM, /MNQ, /M2K, /MGC, /SIL, /MCL, /MNG and /MHG; /MHG is ThinkOrSwim only), plus SPX for options traders.

How often are the levels updated?

Every Sunday, before the futures market opens. You also get a daily email with the volatility landscape for that day's session.

What are the 5 volatility models?

Aggressive, Conservative, Doomsday Aggressive, Doomsday Conservative and Scalper. They cover different volatility regimes, from low-volatility scalping days to extreme March 2020 volatility, so you can always use the levels that fit the day.

Does Futures VB work overnight?

Yes. Both regular hours and the overnight (Globex) session are included, and the hourly models update through the extended session, so you have fresh levels for overnight trading.

Stock VB or Futures VB for SPX?

Futures VB. Its 5 hourly models run around the clock, and the /ES levels also plot directly on SPX. If you trade SPY itself, Stock VB covers it.

What else do I get with my membership?

The Trade Plan, video walkthroughs, the Trading Assistant, daily emails, the Squeeze Course (19 video modules) and the members-only ThinkOrSwim indicators. Everything is included, with no upsells.

What if it doesn't work for me?

Cancel anytime from your account. No contracts. Your subscription simply runs to the end of the billing period.

Other products

Volatility Box web app: SHOP on Sep 23, 2026 dips into its daily conservative buy zone, long at $137.24, 2R target $141.19 hit (+2.9%)Stock Volatility Box$169 a month. Daily and hourly volatility zones for 644 stocks and ETFs, with a live scanner and a backtester.ORB Setups app: META on Sep 21, 2026 breaks its 15-minute opening range at 9:45 and hits the full-range target at 12:32 (+3.5%)ORB Setups$99 a month. Opening range breakouts on 640+ stocks and ETFs, with each symbol's win rate and a backtester.Squeeze Setups: CAT daily chart, Slingshot entry Jun 2, 2026 while the squeeze dots were on, fired Jun 22 for +12.4%Squeeze Setups$99 a month. A live squeeze board on 600+ stocks and 12 timeframes, ranked by each name's backtest.

Get Futures VB

$169 a month. Cancel anytime, no contracts, and your price stays the same as long as you stay subscribed.

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