REPORT / OVERNIGHT RANGE BREAK
Is the Globex range taken in New York?
Built on a continuous index proxy, validated against CME data.
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 sessionsBy size
share of sessions| Session | Outcome | Direction | Size, pts | Against, pts | Extension, pts | Minutes |
|---|---|---|---|---|---|---|
| 2026-09-03 | high-only | up | 44.64 | 5.61 | 60.31 | 0 |
| 2026-08-27 | both | none | 34.31 | 48.16 | 3.99 | 1 |
| 2026-08-20 | low-only | down | 65.5 | 1.3 | 21.06 | 272 |
| 2026-08-13 | high-only | up | 28.75 | 8.02 | 44.7 | 0 |
| 2026-08-06 | low-only | down | 23.06 | 21.18 | 22.92 | 2 |
| 2026-07-30 | high-only | up | 80.86 | 14.86 | 64.17 | 0 |
| 2026-07-23 | low-only | down | 99.99 | 36.73 | 36.45 | 0 |
| 2026-07-16 | low-only | down | 51.39 | 34.84 | 32.33 | 12 |
| 2026-07-09 | high-only | up | 43.73 | 29.21 | 35.06 | 12 |
| 2026-07-02 | both | none | 56.41 | 92.42 | 20.35 | 12 |
| 2026-06-25 | low-only | down | 43.52 | 21.81 | 63.14 | 12 |
| 2026-06-04 | high-only | up | 33.36 | 15.27 | 52.36 | 7 |
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, 1,312 sessions. Skipped: 47 half days, 58 data holes, 63 sessions the report did not apply to.