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 |
|---|---|---|---|---|---|---|
| 2026-08-07 | high-only | up | 53.49 | 21.71 | 8.75 | 58 |
| 2026-08-06 | low-only | down | 23.06 | 21.18 | 22.92 | 2 |
| 2026-08-05 | both | none | 38.51 | 64.83 | 10.36 | 0 |
| 2026-08-04 | high-only | up | 35.64 | 8.75 | 120.21 | 0 |
| 2026-08-03 | both | none | 24.02 | 94.67 | 0.63 | 0 |
| 2026-07-31 | both | none | 49.48 | 73.37 | 40.53 | 23 |
| 2026-07-30 | high-only | up | 80.86 | 14.86 | 64.17 | 0 |
| 2026-07-27 | low-only | down | 37.5 | 2.8 | 69.82 | 26 |
| 2026-07-24 | both | none | 34.95 | 63.21 | 1.2 | 25 |
| 2026-07-23 | low-only | down | 99.99 | 36.73 | 36.45 | 0 |
| 2026-07-22 | high-only | up | 42.03 | 17.91 | 15.5 | 27 |
| 2026-07-21 | high-only | up | 55.63 | 24.13 | 25 | 0 |
| 2026-07-20 | both | none | 54.01 | 65.11 | 7.76 | 3 |
| 2026-07-17 | low-only | down | 91.49 | 57.29 | 10.26 | 0 |
| 2026-07-16 | low-only | down | 51.39 | 34.84 | 32.33 | 12 |
| 2026-07-15 | both | none | 32.25 | 43.77 | 11 | 0 |
| 2026-07-14 | neither | none | 81.4 | - | - | - |
| 2026-07-13 | low-only | down | 49.5 | 12.46 | 14.28 | 185 |
| 2026-07-10 | both | none | 26.33 | 41.5 | 31.49 | 0 |
| 2026-07-09 | high-only | up | 43.73 | 29.21 | 35.06 | 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, 1,312 sessions. Skipped: 47 half days, 58 data holes, 63 sessions the report did not apply to.