Clay Tu
ES Notes icon

Personal Tool · Automated

ES Notes

A pre-market briefing system for ES futures — generated automatically every morning before the New York open. Synthesizes overnight price action, key levels, economic data, live news, and trader sentiment into a single structured note.

PythonGrok-4Al BrooksAutomatedES Futures

What It Is

"Every trading day starts the same way."

Before the open, I need to know where price is relative to key levels, what the macro calendar looks like, and what the market is reacting to. ES Notes assembles all of that automatically — so I can focus on reading the tape, not gathering data.

The system runs on a cron job at 6:15 AM Vancouver time (9:15 AM ET), after major pre-market data releases like CPI or NFP are already published.

It pulls from four live data sources, passes everything to Grok-4 with a structured Al Brooks prompt, and delivers the briefing via Telegram before the market opens.

Each note is also archived to Notion for reference during the session.

Note Structure

Overnight Price Action

Every note starts with the overnight session — where price ran, which side dominated, and what the close position relative to the range implies for the open.

Key Levels

Prior day high/low (PDH/PDL), overnight high/low (ONH/ONL), open price, and significant intraday reference points. These are the levels price tends to gravitate toward and react at.

Market Structure (Al Brooks)

Using Al Brooks' price action framework: is the market in a trend or trading range? Who's dominating — bulls or bears? Where is price within the larger structure? Always In assessment.

Economic Calendar Risk

High and medium-impact events for the day. Already-published data is analyzed against actuals vs. forecasts. Upcoming events are assessed for both bull and bear scenarios with estimated ES impact.

Real-Time News

Financial Juice RSS feed filtered for market-moving headlines. Each item tagged HIGH or MEDIUM impact with a directional bias and estimated point move on ES.

X Platform Sentiment

Live sentiment from the trading community via Grok's X search. Captures the dominant mood — fear, greed, directional bias — from professional traders and analysts.

Three-Window Trade Plan

A structured intraday plan split into Open (9:30–10:00), Main Trend (10:00–11:30), and Afternoon (13:00–14:30) windows. Each window has a directional bias and key setup conditions.

Scenario Planning

Three ranked scenarios (A/B/C) with probability estimates. Each scenario specifies the trigger condition, direction, target, stop, and risk in points. Probabilities sum to 100%.

Data Pipeline

ES Price Datayfinance + IBKR — overnight OHLC, session H/L, overnight direction
Economic CalendarForex Factory API — actual vs. forecast for published events
News FeedFinancial Juice RSS — filtered for HIGH/MEDIUM impact
X SentimentGrok x_search tool — live ES/SPX trader sentiment
AI AnalysisGrok-4 — synthesizes all inputs into structured briefing
DeliveryTelegram + Notion — sent at 6:15 AM Vancouver, Mon–Fri
Active

Running daily on a personal Mac. Notes are delivered to Telegram at 6:15 AM Vancouver every trading day (Mon–Fri), then archived to Notion. Not publicly available.