REPORT / OPENING RANGE BREAK

Which side of the first 15 goes first?

MYM / New York / 5 yr

51%broke the opening range high first, over 1,119 sessions

high first

51%n 568

low first

49%n 548

never broke

0%n 3

breaks either side (secondary)

100%n 1,119

opening range break report / MYM regular hours / 1,119 sessions

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.

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

Weekday

all mon tue wed thu fri

Size

all 41 to 104 pts 104 to 138 pts 139 to 182 pts 182 to 671 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

By weekday

share of sessions

monn 204

tuen 235

wedn 238

thun 222

frin 220

By size

share of sessions

41 to 104 ptsn 280

104 to 138 ptsn 280

139 to 182 ptsn 280

182 to 671 ptsn 279

By move against

how much heat it took first

0 to 4 ptsn 558

6 to 116 ptsn 279

116 to 1895 ptsn 279

By extension

how far it ran past the level

0 to 70 ptsn 279

70 to 151 ptsn 279

151 to 277 ptsn 279

278 to 2906 ptsn 279

The latest 60 sessions on file, not the full sample the headline counts
Session	Outcome	Direction	Size, pts	Against, pts	Extension, pts	Minutes
2026-07-10	down	down	136.25	69.52	102.25	5
2026-07-09	up	up	164.77	0	145.8	8
2026-07-08	down	down	196.95	0	242.01	30
2026-07-07	down	down	235.79	0	320.04	9
2026-07-06	down	down	262.18	6.32	162.08	8
2026-07-02	up	up	230.6	48.5	175.65	1
2026-07-01	up	up	241.68	0	496.74	6
2026-06-30	up	up	278.76	0	105.96	17
2026-06-29	up	up	262.89	60.52	66.09	2
2026-06-26	down	down	168.71	331.57	22.78	0
2026-06-25	down	down	162.07	418.31	238.36	0
2026-06-24	up	up	147.27	0	502.25	5
2026-06-23	up	up	244.5	0	337.08	0
2026-06-22	down	down	207.01	0	87.02	46
2026-06-18	down	down	232.75	0	152.03	1
2026-06-17	up	up	144.08	578.14	164.55	0
2026-06-16	down	down	215.56	93.51	21.89	12
2026-06-15	down	down	173.5	70.1	54.08	2
2026-06-10	up	up	230.51	573.89	56.49	1
2026-06-09	up	up	167.52	789.45	60.02	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. The YM history starts 2021-09-01, eight months later than NQ and ES, and carries 124 unexplained weekday gaps in the underlying feed concentrated in 2021 to 2023 and tapering after 2024. Sample sizes on this page are smaller than NQ and ES for the same lookback because of this, not because of a filtering difference in the report.

Sample runs 2021-09-01 to 2026-09-04, 1,119 sessions. Skipped: 47 half days, 142 data holes, 0 sessions the report did not apply to.