REPORT / OPENING RANGE BREAK
Which side of the first 15 goes first?
52%broke the opening range high first, over 1,375 sessions
high first52%n 709
low first48%n 664
never broke0%n 2
breaks either side (secondary)100%n 1,375
Built on a continuous index proxy, validated against CME data.
Session
New YorkGlobex
Lookback
By weekday
share of sessions54
monn 25846
tuen 28955
wedn 28449
thun 27654
frin 268By size
share of sessions55
0 to 9 ptsn 34452
10 to 14 ptsn 34449
14 to 20 ptsn 34450
20 to 88 ptsn 343By move against
how much heat it took first54
0 to 4 ptsn 68747
4 to 20 ptsn 34351
20 to 288 ptsn 343By extension
how far it ran past the level53
0 to 9 ptsn 34451
9 to 21 ptsn 34356
21 to 38 ptsn 34347
38 to 443 ptsn 343| Session | Outcome | Direction | Size, pts | Against, pts | Extension, pts | Minutes |
|---|---|---|---|---|---|---|
| 2026-09-04 | down | down | 10 | 0 | 28.46 | 0 |
| 2026-09-03 | up | up | 20 | 4.1 | 41.83 | 0 |
| 2026-09-02 | up | up | 11.31 | 0 | 36.88 | 0 |
| 2026-09-01 | up | up | 12.24 | 16.98 | 23.37 | 5 |
| 2026-08-31 | down | down | 18.77 | 4.3 | 10 | 1 |
| 2026-08-28 | up | up | 13.56 | 32.38 | 24.51 | 3 |
| 2026-08-27 | up | up | 20.55 | 0 | 31.6 | 0 |
| 2026-08-26 | up | up | 19.2 | 7.58 | 7.3 | 0 |
| 2026-08-25 | down | down | 8.9 | 0 | 27.53 | 10 |
| 2026-08-24 | down | down | 25.88 | 4.26 | 1 | 0 |
| 2026-08-21 | down | down | 14.62 | 19.36 | 4.29 | 7 |
| 2026-08-20 | down | down | 18.81 | 0 | 38.13 | 20 |
| 2026-08-19 | down | down | 14 | 18.98 | 11.25 | 3 |
| 2026-08-18 | down | down | 15.65 | 0 | 10.23 | 26 |
| 2026-08-17 | down | down | 14.64 | 0 | 28.38 | 1 |
| 2026-08-14 | up | up | 8.26 | 22.38 | 2.99 | 0 |
| 2026-08-13 | up | up | 23.75 | 0 | 28.96 | 1 |
| 2026-08-12 | down | down | 24.77 | 0 | 10.86 | 1 |
| 2026-08-11 | down | down | 17.49 | 0 | 34.85 | 1 |
| 2026-08-10 | down | down | 11.76 | 13.75 | 6.15 | 7 |
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, 1,375 sessions. Skipped: 47 half days, 58 data holes, 0 sessions the report did not apply to.