Auto-derived from HG session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 38.1%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.1% of the time — only 11.9% of sessions stay range-bound. Both sides break 15.3% (Neutral days).
Average session range is 0.6009 pts. The 1-σ band runs 0.2833 → 0.9185 — anything outside is an outlier day.
Gap up days test prior session high 78.5% of the time. Gap down days test prior low 88.4%.
When the IB VPOC sits in the upper half, IB high breaks 57.4% of the time. Lower half: IB low breaks 52.1% of the time.
97.9% of RTH sessions break either the overnight high or low. The OVN high is tested 79.8% of the time, OVN low 78.0%.
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.