Auto-derived from BZ session history · updated nightly
On Mondays, Neutral sessions are the most common at 31.5%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 98.4% of the time — only 1.6% of sessions stay range-bound. Both sides break 34.8% (Neutral days).
Average session range is 1.6 pts. The 1-σ band runs 0.4902 → 2.7 — anything outside is an outlier day.
Gap up days test prior session high 56.7% of the time. Gap down days test prior low 55.2%.
When the IB VPOC sits in the upper half, IB high breaks 68.1% of the time. Lower half: IB low breaks 68.8% of the time.
86.2% of RTH sessions break either the overnight high or low. The OVN high is tested 50.4% of the time, OVN low 46.8%.
How wide a typical day is, end to end
The first hour's high-to-low spread
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.