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 |
|---|---|---|---|---|---|---|
| 2026-07-09 | up | up | 30.92 | 0 | 33.82 | 0 |
| 2026-07-08 | up | up | 21.43 | 31.18 | 14.34 | 1 |
| 2026-07-07 | down | down | 18.23 | 0 | 40.47 | 8 |
| 2026-07-06 | up | up | 23.11 | 0 | 27.32 | 38 |
| 2026-07-02 | up | up | 30.51 | 68.9 | 13.36 | 2 |
| 2026-07-01 | up | up | 26.31 | 0 | 47.4 | 8 |
| 2026-06-30 | up | up | 14.78 | 0 | 57.92 | 6 |
| 2026-06-29 | up | up | 39.07 | 34.49 | 24.49 | 0 |
| 2026-06-26 | up | up | 27.99 | 0 | 68.8 | 2 |
| 2026-06-25 | down | down | 55.41 | 0 | 45.73 | 0 |
| 2026-06-24 | down | down | 30.13 | 27.94 | 32.68 | 3 |
| 2026-06-23 | up | up | 33.11 | 0 | 41.9 | 0 |
| 2026-06-22 | up | up | 23.51 | 44.3 | 2.28 | 14 |
| 2026-06-17 | up | up | 15.01 | 108.29 | 6.33 | 0 |
| 2026-06-16 | down | down | 11.98 | 0 | 45.23 | 12 |
| 2026-06-15 | up | up | 16.91 | 0 | 32.97 | 2 |
| 2026-06-12 | down | down | 50.2 | 38.4 | 6.72 | 0 |
| 2026-06-09 | up | up | 21 | 206.7 | 15.69 | 0 |
| 2026-06-05 | down | down | 25.71 | 0 | 146.2 | 0 |
| 2026-06-04 | up | up | 18.51 | 0 | 49.8 | 12 |
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.