REPORTS
MES reports
MES and ES trade the same index. The price path is identical and only the contract multiplier differs, so these are the ES numbers, in MES terms.
Gap fill
58%fillsDoes the open close back to yesterday?
Opening range break
52%high sideWhich side of the first 15 goes first?
Initial balance
53%high sideWhich side breaks first, or does it hold?
Previous day high / low
32%rejectDoes the touch hold or run?
Overnight range break
96%brokenIs the Globex range taken in New York?
Session extension
19.79pts, medianHow far past the initial balance does it run?