REPORT / OVERNIGHT RANGE BREAK

Is the Globex range taken in New York?

ES / Globex / 5 yr

96%took at least one overnight extreme, over 1,312 sessions

high only

40%n 527

low only

32%n 418

both

24%n 313

neither

4%n 54

overnight range break report / ES globex hours / 1,312 sessions

Built on a continuous index proxy, validated against CME data.

Weekday

all mon tue wed thu fri

Size

all 8 to 24 pts 24 to 34 pts 34 to 50 pts 50 to 263 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

Filtered view. The headline above is the whole sample; the cuts and the rows below are the sessions matching this filter. Clear the filter

By weekday

share of sessions

frin 256

By size

share of sessions

8 to 24 ptsn 328

24 to 34 ptsn 328

34 to 50 ptsn 328

50 to 263 ptsn 328

The latest 60 sessions on file, not the full sample the headline counts
Session	Outcome	Direction	Size, pts	Against, pts	Extension, pts	Minutes
2026-09-04	low-only	down	33.05	8.15	18.97	42
2026-08-28	both	none	27.52	43.4	27.05	10
2026-08-21	high-only	up	43.31	17.12	10.67	127
2026-08-14	low-only	down	11.38	10.5	23.12	7
2026-08-07	high-only	up	53.49	21.71	8.75	58
2026-07-31	both	none	49.48	73.37	40.53	23
2026-07-24	both	none	34.95	63.21	1.2	25
2026-07-17	low-only	down	91.49	57.29	10.26	0
2026-07-10	both	none	26.33	41.5	31.49	0
2026-06-26	high-only	up	95.76	62.54	5.84	130
2026-06-05	low-only	down	46.9	9.09	162.81	0

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.