Auto-derived from MNQ session history · updated nightly
On Thursdays, Normal Variation sessions are the most common at 44.1%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.3% of the time — only 3.6% of sessions stay range-bound. Both sides break 21.8% (Neutral days).
Average session range is 248 pts. The middle 68% of sessions runs 87.2 → 408 — anything outside is an outlier day.
Gap up days test prior session high 65.7% of the time. Gap down days test prior low 66.1%.
When the IB VPOC sits in the upper half, IB high breaks 68.6% of the time. Lower half: IB low breaks 61.1% of the time.
54.1% of sessions close green. Average signed move is +0.03%, with a typical absolute move of ±0.71%.
93.7% of sessions break either the overnight high or low. The OVN high is tested 61.2% of the time, OVN low 54.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 215.3 pts |
Normal band The middle 68% of sessions | 87.15 → 408.4 pts |
Unusual above A session range past this is an outlier day | 408.4 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 122.8 pts |
Normal band The middle 68% of sessions | 50.71 → 233.0 pts |
Unusual above A first hour past this is an outlier day | 233.0 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.