Auto-derived from BNT session history · updated nightly
Mondays post Trend sessions 31.0% of the time — the highest of the week.
IB breaks 99.6% of the time — only 0.4% of sessions stay range-bound. Both sides break 70.7% (Neutral days).
Average session range is 0.1588 pts. The middle 68% of sessions runs -0.1418 → 0.4595 — anything outside is an outlier day.
Gap up days test prior session high 97.6% of the time. Gap down days test prior low 90.9%.
When the IB VPOC sits in the upper half, IB high breaks 81.1% of the time. Lower half: IB low breaks 86.4% of the time.
48.9% of sessions close green. Average signed move is +0.10%, with a typical absolute move of ±3.67%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0514 pts |
Normal band The middle 68% of sessions | -0.1418 → 0.4595 pts |
Unusual above A session range past this is an outlier day | 0.4595 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0092 pts |
Normal band The middle 68% of sessions | -0.0464 → 0.1182 pts |
Unusual above A first hour past this is an outlier day | 0.1182 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.