Bloomberg: I tabulated the average trading volume of e-mini S&P futures by half hour window since the start of the year, the broke it down into various time frames: NYSE trading hours, non-NYSE hours, and that special window between midnight and 4am Eastern Time when stocks always seem to levitate. The relative distribution of volume since the start of March hasn’t really changed. If anything, there’s been less activity during the midnight-4am “witching hours” than there was earlier in the year.