REPORT / OPENING RANGE BREAK

Which side of the first 15 goes first?

MNQ / New York / 5 yr

52%broke the opening range high first, over 1,396 sessions

high first

52%n 727

low first

48%n 668

never broke

0%n 1

breaks either side (secondary)

100%n 1,396

opening range break report / MNQ regular hours / 1,396 sessions

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

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

Weekday

all mon tue wed thu fri

Size

all 0 to 58 pts 58 to 80 pts 80 to 112 pts 112 to 448 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

thun 282

By size

share of sessions

0 to 58 ptsn 349

58 to 80 ptsn 349

80 to 112 ptsn 349

112 to 448 ptsn 349

By move against

how much heat it took first

0 to 7 ptsn 698

7 to 78 ptsn 348

78 to 1357 ptsn 349

By extension

how far it ran past the level

0 to 43 ptsn 349

43 to 97 ptsn 349

98 to 169 ptsn 348

170 to 1802 ptsn 349

The latest 60 sessions on file, not the full sample the headline counts
Session	Outcome	Direction	Size, pts	Against, pts	Extension, pts	Minutes
2026-09-03	up	up	159.48	0	224.74	4
2026-08-27	up	up	143.6	19.44	116.11	0
2026-08-20	down	down	134.33	0	130.61	7
2026-08-13	up	up	188.76	0	217.24	0
2026-08-06	up	up	237.13	0	213.08	0
2026-07-30	up	up	181.73	0	304.56	0
2026-07-23	down	down	229.41	0	217.76	48
2026-07-16	down	down	221.43	0	229.78	0
2026-07-09	up	up	198.84	57.45	118.22	0
2026-07-02	up	up	181.3	662.82	105.58	3
2026-06-25	down	down	448.36	0	454.99	0
2026-06-18	up	up	220.7	0	168.83	33
2026-06-11	up	up	130.56	73.93	757.07	2

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, 1,396 sessions. Skipped: 45 half days, 39 data holes, 0 sessions the report did not apply to.