OPEN-SOURCE SCRIPT
VWAP First Return Stats Table

First VWAP Return Half-Hour Table (9:30–4:00 EST)
This clean, real-time statistics table shows exactly which 30-minute window has historically been the most common for the first return to daily VWAP during regular trading hours (9:30 AM – 4:00 PM EST).
For each of the 5 major instruments (ES1!, CL1!, GC1!, 6E1!, BTCUSD), the table displays the percentage of trading days where the very first touch of the daily volume-weighted average price occurred in each half-hour bucket.
Perfect for:
VWAP traders & mean-reversion strategies
Intraday scalpers looking for high-probability reversion windows
Futures & crypto day traders who want data-driven timing edges
Key Features
13 precise half-hour buckets from 9:30 all the way to 15:30 (covers the 16:00 close bar)
Percentages always sum to 100% for days that touched VWAP at least once by 4:00 PM EST
Accurate daily VWAP anchored to EST midnight (same as your main VWAP Deviation Table)
Full EST timezone handling — works regardless of your chart timezone
Clean black table with customizable text size (tiny → large)
Updates live as new days complete
Works on any timeframe (1-min to 15-min recommended for best accuracy)
Symbols included:
ES1! CL1! GC1! 6E1! BTCUSD
How to use:
Simply add the indicator to any chart. The table appears in the top-right corner and shows historical probabilities instantly. Use it to quickly spot which time window has the highest chance of the first VWAP touch for your favorite symbol — extremely useful for planning entries, exits, or alerts.
Combine this with the original “VWAP Deviation Table” for a complete intraday VWAP dashboard.
Note:
Percentages are calculated from all available historical data. The more days loaded, the more stable the stats become.
This clean, real-time statistics table shows exactly which 30-minute window has historically been the most common for the first return to daily VWAP during regular trading hours (9:30 AM – 4:00 PM EST).
For each of the 5 major instruments (ES1!, CL1!, GC1!, 6E1!, BTCUSD), the table displays the percentage of trading days where the very first touch of the daily volume-weighted average price occurred in each half-hour bucket.
Perfect for:
VWAP traders & mean-reversion strategies
Intraday scalpers looking for high-probability reversion windows
Futures & crypto day traders who want data-driven timing edges
Key Features
13 precise half-hour buckets from 9:30 all the way to 15:30 (covers the 16:00 close bar)
Percentages always sum to 100% for days that touched VWAP at least once by 4:00 PM EST
Accurate daily VWAP anchored to EST midnight (same as your main VWAP Deviation Table)
Full EST timezone handling — works regardless of your chart timezone
Clean black table with customizable text size (tiny → large)
Updates live as new days complete
Works on any timeframe (1-min to 15-min recommended for best accuracy)
Symbols included:
ES1! CL1! GC1! 6E1! BTCUSD
How to use:
Simply add the indicator to any chart. The table appears in the top-right corner and shows historical probabilities instantly. Use it to quickly spot which time window has the highest chance of the first VWAP touch for your favorite symbol — extremely useful for planning entries, exits, or alerts.
Combine this with the original “VWAP Deviation Table” for a complete intraday VWAP dashboard.
Note:
Percentages are calculated from all available historical data. The more days loaded, the more stable the stats become.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Thanks for the support!
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Thanks for the support!
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.