REPORT / OPENING RANGE BREAK

Which side of the first 15 goes first?

MES / New York / 5 yr

52%broke the opening range high first, over 1,375 sessions

high first

52%n 709

low first

48%n 664

never broke

0%n 2

breaks either side (secondary)

100%n 1,375

opening range break report / MES regular hours / 1,375 sessions

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.

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

Weekday

all mon tue wed thu fri

Size

all 0 to 9 pts 10 to 14 pts 14 to 20 pts 20 to 88 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

By weekday

share of sessions

monn 258

tuen 289

wedn 284

thun 276

frin 268

By size

share of sessions

0 to 9 ptsn 344

10 to 14 ptsn 344

14 to 20 ptsn 344

20 to 88 ptsn 343

By move against

how much heat it took first

0 to 4 ptsn 687

4 to 20 ptsn 343

20 to 288 ptsn 343

By extension

how far it ran past the level

0 to 9 ptsn 344

9 to 21 ptsn 343

21 to 38 ptsn 343

38 to 443 ptsn 343

The latest 60 sessions on file, not the full sample the headline counts
Session	Outcome	Direction	Size, pts	Against, pts	Extension, pts	Minutes
2026-09-04	down	down	10	0	28.46	0
2026-09-03	up	up	20	4.1	41.83	0
2026-09-02	up	up	11.31	0	36.88	0
2026-09-01	up	up	12.24	16.98	23.37	5
2026-08-31	down	down	18.77	4.3	10	1
2026-08-28	up	up	13.56	32.38	24.51	3
2026-08-27	up	up	20.55	0	31.6	0
2026-08-26	up	up	19.2	7.58	7.3	0
2026-08-25	down	down	8.9	0	27.53	10
2026-08-24	down	down	25.88	4.26	1	0
2026-08-21	down	down	14.62	19.36	4.29	7
2026-08-20	down	down	18.81	0	38.13	20
2026-08-19	down	down	14	18.98	11.25	3
2026-08-18	down	down	15.65	0	10.23	26
2026-08-17	down	down	14.64	0	28.38	1
2026-08-14	up	up	8.26	22.38	2.99	0
2026-08-13	up	up	23.75	0	28.96	1
2026-08-12	down	down	24.77	0	10.86	1
2026-08-11	down	down	17.49	0	34.85	1
2026-08-10	down	down	11.76	13.75	6.15	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, 1,375 sessions. Skipped: 47 half days, 58 data holes, 0 sessions the report did not apply to.