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 |
|---|---|---|---|---|---|---|
| 2026-09-03 | high-only | up | 215.97 | 48.19 | 292.48 | 9 |
| 2026-08-27 | high-only | up | 258.09 | 133.12 | 43.71 | 211 |
| 2026-08-20 | low-only | down | 446.07 | 98.98 | 33.8 | 277 |
| 2026-08-13 | high-only | up | 142.5 | 22.58 | 346.8 | 4 |
| 2026-08-06 | both | none | 350.58 | 364.5 | 85.71 | 0 |
| 2026-07-30 | high-only | up | 649.02 | 64.82 | 421.47 | 0 |
| 2026-07-23 | low-only | down | 582.94 | 188.65 | 258.52 | 0 |
| 2026-07-16 | low-only | down | 432.52 | 150.7 | 284.35 | 11 |
| 2026-07-09 | high-only | up | 387.89 | 169.22 | 205.29 | 5 |
| 2026-07-02 | low-only | down | 493.19 | 51.71 | 475.69 | 72 |
| 2026-06-25 | low-only | down | 333.31 | 29.59 | 635.06 | 11 |
| 2026-06-18 | high-only | up | 516.15 | 216.92 | 172.61 | 0 |
| 2026-06-11 | high-only | up | 667.89 | 356.54 | 605.01 | 21 |
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.