Auto-derived from BAC session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 47.0%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 87.6% of the time — only 12.4% of sessions stay range-bound. Both sides break 10.6% (Neutral days).
Average session range is 0.7454 pts. The middle 68% of sessions runs 0.3284 → 1.2 — anything outside is an outlier day.
Gap up days test prior session high 63.9% of the time. Gap down days test prior low 64.4%.
When the IB VPOC sits in the upper half, IB high breaks 60.2% of the time. Lower half: IB low breaks 57.9% of the time.
51.0% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±1.04%.
95.7% of sessions break either the overnight high or low. The OVN high is tested 63.5% of the time, OVN low 61.2%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.6500 pts |
Normal band The middle 68% of sessions | 0.3284 → 1.16 pts |
Unusual above A session range past this is an outlier day | 1.16 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.4450 pts |
Normal band The middle 68% of sessions | 0.2274 → 0.7879 pts |
Unusual above A first hour past this is an outlier day | 0.7879 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.