Auto-derived from RUT session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 43.7%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 94.6% of the time — only 5.4% of sessions stay range-bound. Both sides break 17.0% (Neutral days).
Average session range is 29.1 pts. The middle 68% of sessions runs 11.1 → 47.1 — 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.
52.1% of sessions close green. Average signed move is +0.01%, with a typical absolute move of ±0.92%.
100.0% of sessions break either the overnight high or low. The OVN high is tested 80.9% of the time, OVN low 75.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 25.05 pts |
Normal band The middle 68% of sessions | 11.09 → 47.10 pts |
Unusual above A session range past this is an outlier day | 47.10 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 14.18 pts |
Normal band The middle 68% of sessions | 5.76 → 28.15 pts |
Unusual above A first hour past this is an outlier day | 28.15 pts |
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