Auto-derived from BZ session history · updated nightly
On Thursdays, Neutral sessions are the most common at 35.9%. 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 34.6% (Neutral days).
Average session range is 1.6 pts. The middle 68% of sessions runs 0.4995 → 2.7 — anything outside is an outlier day.
Gap up days test prior session high 56.5% of the time. Gap down days test prior low 55.1%.
When the IB VPOC sits in the upper half, IB high breaks 68.9% of the time. Lower half: IB low breaks 68.3% of the time.
51.8% of sessions close green. Average signed move is +0.95%, with a typical absolute move of ±8.21%.
85.8% of sessions break either the overnight high or low. The OVN high is tested 50.1% of the time, OVN low 46.5%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.29 pts |
Normal band The middle 68% of sessions | 0.4995 → 2.67 pts |
Unusual above A session range past this is an outlier day | 2.67 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.5900 pts |
Normal band The middle 68% of sessions | 0.2151 → 1.26 pts |
Unusual above A first hour past this is an outlier day | 1.26 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.