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 |
|---|---|---|---|---|---|---|
| 2026-07-08 | neither | none | 94.38 | - | - | - |
| 2026-07-07 | low-only | down | 37.77 | 8.09 | 34.18 | 28 |
| 2026-07-02 | both | none | 56.41 | 92.42 | 20.35 | 12 |
| 2026-07-01 | both | none | 38.58 | 69.33 | 4.38 | 4 |
| 2026-06-30 | high-only | up | 34.23 | 8.18 | 52.05 | 21 |
| 2026-06-29 | high-only | up | 70.2 | 61.66 | 36.38 | 3 |
| 2026-06-26 | high-only | up | 95.76 | 62.54 | 5.84 | 130 |
| 2026-06-25 | low-only | down | 43.52 | 21.81 | 63.14 | 12 |
| 2026-06-24 | both | none | 46.64 | 61.3 | 29.45 | 5 |
| 2026-06-23 | low-only | down | 125.14 | 69.77 | 5.24 | 0 |
| 2026-06-22 | high-only | up | 64.3 | 51.38 | 18.71 | 0 |
| 2026-06-17 | low-only | down | 29.94 | 22.86 | 106.78 | 29 |
| 2026-06-16 | both | none | 22.06 | 55.36 | 1.85 | 2 |
| 2026-06-15 | high-only | up | 54.75 | 2.66 | 47.22 | 0 |
| 2026-06-09 | both | none | 69.24 | 211.09 | 32.3 | 0 |
| 2026-06-05 | low-only | down | 46.9 | 9.09 | 162.81 | 0 |
| 2026-06-04 | high-only | up | 33.36 | 15.27 | 52.36 | 7 |
| 2026-06-03 | low-only | down | 24.5 | 3.09 | 39.42 | 10 |
| 2026-06-02 | high-only | up | 34.02 | 7.21 | 21.59 | 42 |
| 2026-06-01 | both | none | 45.2 | 55.56 | 0.59 | 1 |
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.