REPORT / OVERNIGHT RANGE BREAK

Is the Globex range taken in New York?

MES / Globex / 5 yr

96%took at least one overnight extreme, over 1,312 sessions

high only

40%n 527

low only

32%n 418

both

24%n 313

neither

4%n 54

overnight range break report / MES globex hours / 1,312 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 8 to 24 pts 24 to 34 pts 34 to 50 pts 50 to 263 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

By weekday

share of sessions

monn 252

tuen 268

wedn 271

thun 265

frin 256

By size

share of sessions

8 to 24 ptsn 328

24 to 34 ptsn 328

34 to 50 ptsn 328

50 to 263 ptsn 328

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	low-only	down	33.05	8.15	18.97	42
2026-09-03	high-only	up	44.64	5.61	60.31	0
2026-09-02	high-only	up	40	4.01	32.44	30
2026-09-01	low-only	down	67.53	33.59	18.99	0
2026-08-31	low-only	down	39.7	24.38	8.69	17
2026-08-28	both	none	27.52	43.4	27.05	10
2026-08-27	both	none	34.31	48.16	3.99	1
2026-08-26	both	none	25.78	25.79	8.29	13
2026-08-25	neither	none	53.51	-	-	-
2026-08-24	low-only	down	38.95	21.78	9.36	12
2026-08-21	high-only	up	43.31	17.12	10.67	127
2026-08-20	low-only	down	65.5	1.3	21.06	272
2026-08-19	high-only	up	59.76	35.59	7.22	86
2026-08-18	low-only	down	53.83	15.46	7.15	43
2026-08-17	low-only	down	23.23	2.48	35.02	3
2026-08-14	low-only	down	11.38	10.5	23.12	7
2026-08-13	high-only	up	28.75	8.02	44.7	0
2026-08-12	high-only	up	44.07	34.43	1.21	0
2026-08-11	low-only	down	29.2	4.12	26.66	124
2026-08-10	high-only	up	32.72	30.89	0.77	77

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.