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 |
|---|---|---|---|---|---|---|
| 2026-09-01 | low-only | down | 67.53 | 33.59 | 18.99 | 0 |
| 2026-08-25 | neither | none | 53.51 | - | - | - |
| 2026-08-18 | low-only | down | 53.83 | 15.46 | 7.15 | 43 |
| 2026-08-11 | low-only | down | 29.2 | 4.12 | 26.66 | 124 |
| 2026-08-04 | high-only | up | 35.64 | 8.75 | 120.21 | 0 |
| 2026-07-21 | high-only | up | 55.63 | 24.13 | 25 | 0 |
| 2026-07-14 | neither | none | 81.4 | - | - | - |
| 2026-07-07 | low-only | down | 37.77 | 8.09 | 34.18 | 28 |
| 2026-06-30 | high-only | up | 34.23 | 8.18 | 52.05 | 21 |
| 2026-06-23 | low-only | down | 125.14 | 69.77 | 5.24 | 0 |
| 2026-06-16 | both | none | 22.06 | 55.36 | 1.85 | 2 |
| 2026-06-09 | both | none | 69.24 | 211.09 | 32.3 | 0 |
| 2026-06-02 | high-only | up | 34.02 | 7.21 | 21.59 | 42 |
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.