Auto-derived from XLF session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 46.2%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 93.2% of the time — only 6.8% of sessions stay range-bound. Both sides break 14.5% (Neutral days).
Average session range is 0.4939 pts. The middle 68% of sessions runs 0.1936 → 0.7943 — anything outside is an outlier day.
Gap up days test prior session high 61.6% of the time. Gap down days test prior low 66.8%.
When the IB VPOC sits in the upper half, IB high breaks 62.9% of the time. Lower half: IB low breaks 58.7% of the time.
52.0% of sessions close green. Average signed move is +0.01%, with a typical absolute move of ±0.72%.
95.4% of sessions break either the overnight high or low. The OVN high is tested 64.0% of the time, OVN low 58.6%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.4250 pts |
Normal band The middle 68% of sessions | 0.1936 → 0.7943 pts |
Unusual above A session range past this is an outlier day | 0.7943 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.2700 pts |
Normal band The middle 68% of sessions | 0.1303 → 0.4952 pts |
Unusual above A first hour past this is an outlier day | 0.4952 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.