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 |
|---|---|---|---|---|---|---|
| 2026-08-31 | neither | none | 267.1 | - | - | - |
| 2026-08-24 | low-only | down | 362.78 | 117.17 | 167.23 | 1 |
| 2026-08-17 | low-only | down | 174.59 | 121.91 | 97.65 | 38 |
| 2026-08-10 | low-only | down | 211.82 | 128.97 | 52.03 | 4 |
| 2026-08-03 | both | none | 314.54 | 577.37 | 69.39 | 0 |
| 2026-07-27 | low-only | down | 234.81 | 85.51 | 588.59 | 2 |
| 2026-07-20 | high-only | up | 397.96 | 336.29 | 83.69 | 2 |
| 2026-07-13 | low-only | down | 494.26 | 212.11 | 146.21 | 15 |
| 2026-07-06 | high-only | up | 326.44 | 138.09 | 69.65 | 44 |
| 2026-06-29 | both | none | 472.21 | 483.81 | 317.05 | 4 |
| 2026-06-22 | high-only | up | 538.4 | 374.41 | 87.63 | 0 |
| 2026-06-15 | high-only | up | 406.75 | 26.85 | 275.5 | 0 |
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, 1,379 sessions. Skipped: 45 half days, 39 data holes, 17 sessions the report did not apply to.