REPORTS
MYM reports
MYM and YM trade the same index. The price path is identical and only the contract multiplier differs, so these are the YM numbers, in MYM terms.
Gap fill
63%fillsDoes the open close back to yesterday?
Opening range break
51%high sideWhich side of the first 15 goes first?
Initial balance
49%high sideWhich side breaks first, or does it hold?
Previous day high / low
35%rejectDoes the touch hold or run?
Overnight range break
97%brokenIs the Globex range taken in New York?
Session extension
144.52pts, medianHow far past the initial balance does it run?