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 | 401.5 | 139.82 | 332.19 | 0 |
| 2026-08-27 | neither | none | 443.58 | - | - | - |
| 2026-08-20 | low-only | down | 543.02 | 14.2 | 218.79 | 227 |
| 2026-08-13 | both | none | 266.48 | 358.23 | 75.27 | 1 |
| 2026-08-06 | low-only | down | 134.45 | 49.71 | 572.85 | 2 |
| 2026-07-30 | high-only | up | 376.94 | 296.79 | 319.72 | 0 |
| 2026-07-23 | low-only | down | 770.98 | 339.95 | 6.8 | 0 |
| 2026-07-16 | both | none | 223.8 | 442.5 | 55.4 | 0 |
| 2026-07-09 | high-only | up | 258.49 | 91.3 | 99.28 | 65 |
| 2026-07-02 | high-only | up | 415.01 | 175.74 | 279.01 | 0 |
| 2026-06-25 | high-only | up | 343.53 | 281.47 | 537.27 | 0 |
| 2026-06-18 | both | none | 283.05 | 296.07 | 88.7 | 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. The YM history starts 2021-09-01, eight months later than NQ and ES, and carries 124 unexplained weekday gaps in the underlying feed concentrated in 2021 to 2023 and tapering after 2024. Sample sizes on this page are smaller than NQ and ES for the same lookback because of this, not because of a filtering difference in the report.
Sample runs 2021-09-02 to 2026-09-04, 1,047 sessions. Skipped: 47 half days, 142 data holes, 71 sessions the report did not apply to.