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 |
|---|---|---|---|---|---|---|
| 2026-09-02 | high-only | up | 242.01 | 62.9 | 42.38 | 51 |
| 2026-08-26 | high-only | up | 212.76 | 151.4 | 60.15 | 14 |
| 2026-08-19 | low-only | down | 325.9 | 235.98 | 54.46 | 21 |
| 2026-08-12 | high-only | up | 364.82 | 171.57 | 10.1 | 0 |
| 2026-08-05 | both | none | 212.07 | 395.07 | 82.64 | 0 |
| 2026-07-29 | low-only | down | 534.89 | 460.73 | 319.27 | 44 |
| 2026-07-22 | high-only | up | 370.11 | 174.83 | 7.46 | 116 |
| 2026-07-15 | low-only | down | 315.53 | 26.31 | 350.08 | 52 |
| 2026-07-08 | neither | none | 649.54 | - | - | - |
| 2026-07-01 | low-only | down | 338.58 | 152.94 | 151.99 | 0 |
| 2026-06-24 | both | none | 304.81 | 318.82 | 318.52 | 18 |
| 2026-06-17 | low-only | down | 275.12 | 222.59 | 374.08 | 271 |
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.