Auto-derived from RUT session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 41.2%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 94.5% of the time — only 5.5% of sessions stay range-bound. Both sides break 16.8% (Neutral days).
Average session range is 28.9 pts. The middle 68% of sessions runs 10.8 → 47.0 — anything outside is an outlier day.
When the IB VPOC sits in the upper half, IB high breaks 0.0% of the time. Lower half: IB low breaks 0.0% of the time.
100.0% of sessions break either the overnight high or low. The OVN high is tested 81.0% of the time, OVN low 75.2%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 24.70 pts |
Normal band The middle 68% of sessions | 10.79 → 46.97 pts |
Unusual above A session range past this is an outlier day | 46.97 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 14.02 pts |
Normal band The middle 68% of sessions | 5.57 → 28.06 pts |
Unusual above A first hour past this is an outlier day | 28.06 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.