REPORT / OVERNIGHT RANGE BREAK

Is the Globex range taken in New York?

MES / 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 / MES globex hours / 1,312 sessions

MES and ES trade the same index. The price path is identical and only the contract multiplier differs, so these are the ES numbers, in MES terms.

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

By weekday

share of sessions

monn 252

tuen 268

wedn 271

thun 265

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
2026-07-08	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.