REPORT / SESSION EXTENSION

How far past the initial balance does it run?

MES / New York / 5 yr

19.79 ptsmedian extension past the initial balance, over 1,353 sessions

Middle half of sessions ran 10.25 to 33.97 pts. Half of them did less than the median.

up breaks

19.1 ptsn 723

down breaks

21.1 ptsn 630

session extension report / MES regular hours / 1,353 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 2 to 18 pts 18 to 25 pts 25 to 37 pts 37 to 104 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

median points

17.93

monn 250

By size

median points

14.74

2 to 18 ptsn 339

19.22

18 to 25 ptsn 338

20.53

25 to 37 ptsn 338

29.53

37 to 104 ptsn 338

By move against

how much heat it took first

25.3

0 to 6 ptsn 339

19.39

6 to 14 ptsn 338

13.1

14 to 28 ptsn 338

19.61

28 to 532 ptsn 338

By extension

how far it ran past the level

6.21

0 to 10 ptsn 339

14.94

10 to 20 ptsn 338

26.41

20 to 34 ptsn 338

47.92

34 to 427 ptsn 338

How often it reached the target

share of 1,353 sessions

0.5x

70%n 1,353

1.0x

39%n 1,353

1.5x

20%n 1,353

2.0x

12%n 1,353

The latest 60 sessions on file, not the full sample the headline counts
Session	Outcome	Direction	Size, pts	Against, pts	Extension, pts	Minutes
2026-08-31	extended	up	28.77	9.74	4.3	-
2026-08-24	extended	up	26.88	17.49	4.26	-
2026-08-17	extended	down	17.71	8.47	25.3	-
2026-08-10	extended	up	19.82	25.96	6.14	-
2026-08-03	extended	up	57.47	1.2	37.83	-
2026-07-27	extended	down	72.72	20.8	23.86	-
2026-07-20	extended	down	45.27	27.98	27.6	-
2026-07-13	extended	down	36.91	4.72	22.03	-
2026-07-06	extended	up	26.4	8.78	24.04	-
2026-06-29	extended	up	78.76	1.7	19.29	-
2026-06-22	extended	down	37.38	1.57	32.71	-
2026-06-15	extended	up	23.56	6.2	26.32	-

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, 1,353 sessions. Skipped: 47 half days, 58 data holes, 22 sessions the report did not apply to.