REPORT / OVERNIGHT RANGE BREAK

Is the Globex range taken in New York?

MNQ / Globex / 5 yr

96%took at least one overnight extreme, over 1,379 sessions

high only

38%n 528

low only

32%n 439

both

26%n 357

neither

4%n 55

overnight range break report / MNQ globex hours / 1,379 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 33 to 110 pts 110 to 158 pts 158 to 234 pts 235 to 1030 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

By weekday

share of sessions

monn 264

tuen 285

wedn 280

thun 277

frin 273

By size

share of sessions

33 to 110 ptsn 345

110 to 158 ptsn 345

158 to 234 ptsn 345

235 to 1030 ptsn 344

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	219.76	109	8.97	252
2026-09-03	high-only	up	215.97	48.19	292.48	9
2026-09-02	high-only	up	242.01	62.9	42.38	51
2026-09-01	low-only	down	485.67	233.31	81.42	1
2026-08-31	neither	none	267.1	-	-	-
2026-08-28	both	none	127.68	235.74	139.68	1
2026-08-27	high-only	up	258.09	133.12	43.71	211
2026-08-26	high-only	up	212.76	151.4	60.15	14
2026-08-25	high-only	up	397.92	247.36	2.65	19
2026-08-24	low-only	down	362.78	117.17	167.23	1
2026-08-21	low-only	down	264.5	217.71	51.56	24
2026-08-20	low-only	down	446.07	98.98	33.8	277
2026-08-19	low-only	down	325.9	235.98	54.46	21
2026-08-18	low-only	down	442.3	95.38	159.57	0
2026-08-17	low-only	down	174.59	121.91	97.65	38
2026-08-14	low-only	down	157.29	23.47	91.53	90
2026-08-13	high-only	up	142.5	22.58	346.8	4
2026-08-12	high-only	up	364.82	171.57	10.1	0
2026-08-11	low-only	down	219.18	139.93	129.44	16
2026-08-10	low-only	down	211.82	128.97	52.03	4

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, 1,379 sessions. Skipped: 45 half days, 39 data holes, 17 sessions the report did not apply to.