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 |
|---|---|---|---|---|---|---|
| 2026-08-07 | up | up | 15.02 | 9.75 | 19.25 | 0 |
| 2026-08-06 | up | up | 18.76 | 15.67 | 9.67 | 0 |
| 2026-08-05 | down | down | 15.87 | 0 | 59.32 | 5 |
| 2026-08-04 | up | up | 17.05 | 0 | 111.91 | 0 |
| 2026-08-03 | up | up | 28.14 | 0 | 67.16 | 2 |
| 2026-07-31 | down | down | 35.23 | 26.4 | 52.26 | 0 |
| 2026-07-30 | up | up | 22.7 | 0 | 56.33 | 0 |
| 2026-07-29 | down | down | 16.56 | 23.78 | 95.23 | 5 |
| 2026-07-27 | down | down | 21.02 | 0 | 75.55 | 1 |
| 2026-07-24 | up | up | 12.55 | 9.64 | 42.21 | 3 |
| 2026-07-23 | down | down | 41.24 | 0 | 31.94 | 66 |
| 2026-07-22 | up | up | 13.24 | 0 | 23.8 | 0 |
| 2026-07-21 | down | down | 24.5 | 23.63 | 0.99 | 2 |
| 2026-07-20 | up | up | 18.24 | 54.11 | 0.52 | 0 |
| 2026-07-17 | up | up | 18.76 | 0 | 48.79 | 2 |
| 2026-07-16 | down | down | 24.49 | 11.2 | 31.48 | 3 |
| 2026-07-15 | down | down | 14.49 | 0 | 40.28 | 0 |
| 2026-07-14 | up | up | 21.23 | 7.02 | 16.24 | 0 |
| 2026-07-13 | down | down | 15.19 | 0.91 | 42.84 | 0 |
| 2026-07-10 | up | up | 14.32 | 36.64 | 22.04 | 13 |
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.