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 98.5% of the time — only 1.5% of sessions stay range-bound. Both sides break 34.7% (Neutral days).
Average session range is 1.6 pts. The middle 68% of sessions runs 0.5121 → 2.7 — anything outside is an outlier day.
Gap up days test prior session high 56.2% of the time. Gap down days test prior low 54.9%.
When the IB VPOC sits in the upper half, IB high breaks 70.2% of the time. Lower half: IB low breaks 68.7% of the time.
52.3% of sessions close green. Average signed move is -5.05%, with a typical absolute move of ±18.76%.
85.4% of sessions break either the overnight high or low. The OVN high is tested 50.1% of the time, OVN low 46.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.31 pts |
Normal band The middle 68% of sessions | 0.5121 → 2.71 pts |
Unusual above A session range past this is an outlier day | 2.71 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.6000 pts |
Normal band The middle 68% of sessions | 0.2224 → 1.27 pts |
Unusual above A first hour past this is an outlier day | 1.27 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.