Auto-derived from TLT session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 38.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.8% of the time — only 3.2% of sessions stay range-bound. Both sides break 26.5% (Neutral days).
Average session range is 1.0 pts. The middle 68% of sessions runs 0.1878 → 1.9 — anything outside is an outlier day.
Gap up days test prior session high 52.7% of the time. Gap down days test prior low 50.7%.
When the IB VPOC sits in the upper half, IB high breaks 63.6% of the time. Lower half: IB low breaks 63.5% of the time.
51.4% of sessions close green. Average signed move is +0.01%, with a typical absolute move of ±0.45%.
86.6% of sessions break either the overnight high or low. The OVN high is tested 48.2% of the time, OVN low 48.4%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.8575 pts |
Normal band The middle 68% of sessions | 0.1878 → 1.90 pts |
Unusual above A session range past this is an outlier day | 1.90 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.4600 pts |
Normal band The middle 68% of sessions | 0.1403 → 0.9530 pts |
Unusual above A first hour past this is an outlier day | 0.9530 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.