In the Files Area of this group is a progress  bar DEMO Workbook. It
is in the folder named "Code Sample Files". It should have sufficient
comments to adapt to your use.

Although this is not a solution for your Progress Bar question:
when I am up against a large data  processing 'job', I will typically turn off
the screen updating & auto calculation options.

sub processData( )

Application.ScreenUpdating = False
Application.Calculation = xlManual

rowmax = activesheet. usedrange. rows.count

for i = 1 to rowmax
' my functionality
next

Application.Calculation = xlAutomatic
Application.ScreenUpdating = True

end sub

I've used, after his suggested adaptations, Steve's version of the
progress bar, which he mentioned and it worked great for me.
Thought I'd take this opportunity to thank him for it.

I'm pleased it works well for you.
I got the original code from the web, but the author, as well as
several others, insisted you needed to duplicate the code in every sub
needing it. That sounded short-sighted to me, so I figured out a way
to need only one instance.