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 |
|---|---|---|---|---|---|---|
| 2026-09-01 | low-only | down | 485.67 | 233.31 | 81.42 | 1 |
| 2026-08-25 | high-only | up | 397.92 | 247.36 | 2.65 | 19 |
| 2026-08-18 | low-only | down | 442.3 | 95.38 | 159.57 | 0 |
| 2026-08-11 | low-only | down | 219.18 | 139.93 | 129.44 | 16 |
| 2026-08-04 | high-only | up | 448.15 | 68.94 | 671.09 | 0 |
| 2026-07-28 | low-only | down | 388.82 | 242.07 | 231.66 | 7 |
| 2026-07-21 | high-only | up | 522.6 | 158.99 | 134.78 | 0 |
| 2026-07-14 | neither | none | 616.62 | - | - | - |
| 2026-07-07 | low-only | down | 415.02 | 50.52 | 346.67 | 3 |
| 2026-06-30 | high-only | up | 288.17 | 60.88 | 384.94 | 5 |
| 2026-06-23 | low-only | down | 1022.41 | 379.84 | 93.02 | 0 |
| 2026-06-16 | low-only | down | 220.3 | 134.61 | 464.53 | 4 |
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.