Auto-derived from MNQ session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 48.6%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.3% of the time — only 3.7% of sessions stay range-bound. Both sides break 21.7% (Neutral days).
Average session range is 251 pts. The middle 68% of sessions runs 89.4 → 412 — anything outside is an outlier day.
Gap up days test prior session high 65.2% of the time. Gap down days test prior low 65.3%.
When the IB VPOC sits in the upper half, IB high breaks 68.4% of the time. Lower half: IB low breaks 61.0% of the time.
53.9% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.70%.
93.5% of sessions break either the overnight high or low. The OVN high is tested 60.8% of the time, OVN low 54.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 216.8 pts |
Normal band The middle 68% of sessions | 89.40 → 412.0 pts |
Unusual above A session range past this is an outlier day | 412.0 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 124.3 pts |
Normal band The middle 68% of sessions | 52.03 → 235.8 pts |
Unusual above A first hour past this is an outlier day | 235.8 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.