REPORT / INITIAL BALANCE

Which side breaks first, or does it hold?

ES / New York / 5 yr

53%broke the initial balance high first, over 1,375 sessions

high first

53%n 723

low first

46%n 630

held the balance

2%n 22

breaks at least one side (secondary)

98%n 1,375

initial balance report / ES regular hours / 1,375 sessions

Built on a continuous index proxy, validated against CME data.

Weekday

all mon tue wed thu fri

Size

all 0 to 18 pts 18 to 25 pts 25 to 38 pts 38 to 418 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

Filtered view. The headline above is the whole sample; the cuts and the rows below are the sessions matching this filter. Clear the filter

By weekday

share of sessions

wedn 284

By size

share of sessions

0 to 18 ptsn 344

18 to 25 ptsn 344

25 to 38 ptsn 344

38 to 418 ptsn 343

By move against

how much heat it took first

0 to 6 ptsn 339

6 to 14 ptsn 338

14 to 28 ptsn 338

28 to 532 ptsn 338

By extension

how far it ran past the level

0 to 10 ptsn 339

10 to 20 ptsn 338

20 to 34 ptsn 338

34 to 427 ptsn 338

The latest 60 sessions on file, not the full sample the headline counts
Session	Outcome	Direction	Size, pts	Against, pts	Extension, pts	Minutes
2026-09-02	single-high	up	39.31	12.89	8.89	4
2026-08-26	double	down	23.45	26.5	7.58	127
2026-08-19	single-high	up	25.25	23.83	18.98	7
2026-08-12	single-low	down	30.39	16.72	5.24	1
2026-08-05	single-low	down	24.75	6.89	50.44	1
2026-07-29	double	down	61.18	84.96	50.61	10
2026-07-22	single-high	up	30.8	21.78	6.25	55
2026-07-15	single-low	down	24.76	17.68	30.01	12
2026-07-08	double	down	23	35.77	31.18	6
2026-07-01	single-high	up	48.9	18.11	24.81	14
2026-06-24	double	up	36.16	68.39	32.23	15
2026-06-17	single-low	down	25.86	14.9	103.77	10

Built from a Nasdaq 100 / S&P 500 / Dow 30 index tape, not from exchange futures ticks. Bar to bar return correlation against real MNQ is 0.988 over a 5,238 bar overlap, and 93 to 94 percent of swing pivots land on the same bar. The one minute pull is cross checked against a lossless local tick set over 2026-06-10 to 2026-08-25 and must correlate above 0.98 to ship. Levels are relative, so the rates hold; absolute prices carry a basis of roughly 160 points that drifts.

Sample runs 2021-01-04 to 2026-09-04, 1,375 sessions. Skipped: 47 half days, 58 data holes, 0 sessions the report did not apply to.