Volatility

Volatility Squeeze Detector

Enter your Bollinger Band values (SMA, standard deviation, multiplier) and your Keltner Channel values (EMA, ATR, multiplier). When the Bollinger Bands move inside the Keltner Channel, volatility has contracted enough to flag a squeeze, the classic setup for an expansion move once it releases.

Bollinger SMA

Bollinger Standard Deviation

Bollinger Multiplier

Keltner EMA

Keltner ATR

Keltner Multiplier

Bollinger upper / lower···

Keltner upper / lower···

Squeeze status···

Educational tool only, not financial advice. A squeeze flags compressed volatility, not the direction of the eventual breakout. Check it against your own plan and risk rules before you trade it.

Built by Jason Parker, founder of Trading Ranges.