Auto-derived from FIL session history · updated nightly
On Tuesdays, Neutral sessions are the most common at 71.1%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 99.8% of the time — only 0.2% of sessions stay range-bound. Both sides break 67.9% (Neutral days).
Average session range is 2.2 pts. The middle 68% of sessions runs -18.6 → 22.9 — anything outside is an outlier day.
Gap up days test prior session high 100.0% of the time. Gap down days test prior low 100.0%.
When the IB VPOC sits in the upper half, IB high breaks 82.5% of the time. Lower half: IB low breaks 86.0% of the time.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.3360 pts |
Normal band The middle 68% of sessions | -18.60 → 22.93 pts |
Unusual above A session range past this is an outlier day | 22.93 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0790 pts |
Normal band The middle 68% of sessions | -1.10 → 2.01 pts |
Unusual above A first hour past this is an outlier day | 2.01 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.