REPORT / OVERNIGHT RANGE BREAK
Is the Globex range taken in New York?
Built on a continuous index proxy, validated against CME data.
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 sessionsBy size
share of sessions| Session | Outcome | Direction | Size, pts | Against, pts | Extension, pts | Minutes |
|---|---|---|---|---|---|---|
| 2026-08-31 | low-only | down | 39.7 | 24.38 | 8.69 | 17 |
| 2026-08-24 | low-only | down | 38.95 | 21.78 | 9.36 | 12 |
| 2026-08-17 | low-only | down | 23.23 | 2.48 | 35.02 | 3 |
| 2026-08-10 | high-only | up | 32.72 | 30.89 | 0.77 | 77 |
| 2026-08-03 | both | none | 24.02 | 94.67 | 0.63 | 0 |
| 2026-07-27 | low-only | down | 37.5 | 2.8 | 69.82 | 26 |
| 2026-07-20 | both | none | 54.01 | 65.11 | 7.76 | 3 |
| 2026-07-13 | low-only | down | 49.5 | 12.46 | 14.28 | 185 |
| 2026-06-29 | high-only | up | 70.2 | 61.66 | 36.38 | 3 |
| 2026-06-22 | high-only | up | 64.3 | 51.38 | 18.71 | 0 |
| 2026-06-15 | high-only | up | 54.75 | 2.66 | 47.22 | 0 |
| 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.