Auto-derived from BA session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 45.6%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 87.0% of the time — only 13.0% of sessions stay range-bound. Both sides break 11.4% (Neutral days).
Average session range is 6.1 pts. The middle 68% of sessions runs 2.2 → 10.0 — anything outside is an outlier day.
Gap up days test prior session high 68.5% of the time. Gap down days test prior low 64.4%.
When the IB VPOC sits in the upper half, IB high breaks 58.5% of the time. Lower half: IB low breaks 60.5% of the time.
96.9% of sessions break either the overnight high or low. The OVN high is tested 66.6% of the time, OVN low 65.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 5.10 pts |
Normal band The middle 68% of sessions | 2.18 → 9.96 pts |
Unusual above A session range past this is an outlier day | 9.96 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 3.52 pts |
Normal band The middle 68% of sessions | 1.58 → 6.43 pts |
Unusual above A first hour past this is an outlier day | 6.43 pts |
Initial Balance break rates · day types by weekday · gap behavior · value-area touches · seasonality · the full set. Pro is $9/mo, cancellable anytime, and gives you every market on this list.