REPORT / OVERNIGHT RANGE BREAK
Is the Globex range taken in New York?
96%took at least one overnight extreme, over 1,312 sessions
high only40%n 527
low only32%n 418
both24%n 313
neither4%n 54
Built on a continuous index proxy, validated against CME data.
Session
New YorkGlobex
Lookback
By weekday
share of sessions94
monn 25296
tuen 26896
wedn 27197
thun 26595
frin 256By size
share of sessions97
8 to 24 ptsn 32898
24 to 34 ptsn 32898
34 to 50 ptsn 32891
50 to 263 ptsn 328| Session | Outcome | Direction | Size, pts | Against, pts | Extension, pts | Minutes |
|---|---|---|---|---|---|---|
| 2026-09-04 | low-only | down | 33.05 | 8.15 | 18.97 | 42 |
| 2026-09-03 | high-only | up | 44.64 | 5.61 | 60.31 | 0 |
| 2026-09-02 | high-only | up | 40 | 4.01 | 32.44 | 30 |
| 2026-09-01 | low-only | down | 67.53 | 33.59 | 18.99 | 0 |
| 2026-08-31 | low-only | down | 39.7 | 24.38 | 8.69 | 17 |
| 2026-08-28 | both | none | 27.52 | 43.4 | 27.05 | 10 |
| 2026-08-27 | both | none | 34.31 | 48.16 | 3.99 | 1 |
| 2026-08-26 | both | none | 25.78 | 25.79 | 8.29 | 13 |
| 2026-08-25 | neither | none | 53.51 | - | - | - |
| 2026-08-24 | low-only | down | 38.95 | 21.78 | 9.36 | 12 |
| 2026-08-21 | high-only | up | 43.31 | 17.12 | 10.67 | 127 |
| 2026-08-20 | low-only | down | 65.5 | 1.3 | 21.06 | 272 |
| 2026-08-19 | high-only | up | 59.76 | 35.59 | 7.22 | 86 |
| 2026-08-18 | low-only | down | 53.83 | 15.46 | 7.15 | 43 |
| 2026-08-17 | low-only | down | 23.23 | 2.48 | 35.02 | 3 |
| 2026-08-14 | low-only | down | 11.38 | 10.5 | 23.12 | 7 |
| 2026-08-13 | high-only | up | 28.75 | 8.02 | 44.7 | 0 |
| 2026-08-12 | high-only | up | 44.07 | 34.43 | 1.21 | 0 |
| 2026-08-11 | low-only | down | 29.2 | 4.12 | 26.66 | 124 |
| 2026-08-10 | high-only | up | 32.72 | 30.89 | 0.77 | 77 |
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, 1,312 sessions. Skipped: 47 half days, 58 data holes, 63 sessions the report did not apply to.