Volatility

Keltner Channels

ATR-based channels — a smoother cousin of Bollinger Bands, and what their combination reveals.

Keltner Channels look like Bollinger Bands — a middle line with an upper and lower envelope — but they are built differently. The middle is usually an EMA, and the bands are set a multiple of ATR above and below (rather than standard deviations). Using ATR makes them smoother and less jumpy than Bollinger Bands, which react to every volatility blip.

Bollinger vs. Keltner

  • Bollinger Bands — standard-deviation based; widen/narrow sharply with volatility; great for spotting the squeeze.
  • Keltner Channels — ATR based; smoother, steadier; good for trend-riding and cleaner breakout signals.
  • Both answer 'how stretched is price?', just with different smoothing.

The squeeze combo

The two together produce a well-known signal. When the Bollinger Bands contract inside the Keltner Channels, volatility is exceptionally low — a high-quality squeeze (popularised as the 'TTM squeeze'). When the Bollinger Bands expand back outside the Keltner Channels, the squeeze has 'fired' and a volatility expansion is underway. It is one of the cleaner ways to objectively flag a coiled market.

Using them

For trend-riding, a close outside the Keltner Channel in the trend's direction is a momentum signal worth respecting; price tends to ride the channel edge in strong trends just as it walks the Bollinger band. As always, the channels are a volatility/extension overlay — pair them with trend and structure rather than fading every edge touch.

Check your understanding

  1. 1. Keltner Channel bands are based on…

  2. 2. Compared to Bollinger Bands, Keltner Channels are…

  3. 3. Bollinger Bands inside the Keltner Channels signals…

  4. 4. The squeeze 'fires' when Bollinger Bands…

  5. 5. Both Bollinger and Keltner answer…

Answer all 5 to check