THE REPORTS
Most traders guess the open.
We looked it up.
Pick the market, the session and the lookback. The report hands back one number and the rows behind it. Then go read what happened when a bot traded it.
Gap fill
60%fillsDoes the open close back to yesterday?
Opening range break
52%high sideWhich side of the first 15 goes first?
Initial balance
51%high sideWhich side breaks first, or does it hold?
Previous day high / low
31%rejectDoes the touch hold or run?
Overnight range break
96%brokenIs the Globex range taken in New York?
Session extension
87.34pts, medianHow far past the initial balance does it run?
Computed from five years of one minute index data, recomputed nightly. Most reports run New York hours; the overnight range report runs the Globex session. Every live report page names its own sample size.