Auto-derived from MES session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 42.3%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.8% of the time — only 2.2% of sessions stay range-bound. Both sides break 28.5% (Neutral days).
Average session range is 54.0 pts. The 1-σ band runs 17.4 → 90.6 — anything outside is an outlier day.
Gap up days test prior session high 66.5% of the time. Gap down days test prior low 66.3%.
When the IB VPOC sits in the upper half, IB high breaks 69.5% of the time. Lower half: IB low breaks 61.9% of the time.
93.0% of RTH sessions break either the overnight high or low. The OVN high is tested 60.4% of the time, OVN low 51.3%.
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.