REPORT / OVERNIGHT RANGE BREAK

Is the Globex range taken in New York?

MYM / Globex / 5 yr

97%took at least one overnight extreme, over 1,047 sessions

high only

37%n 389

low only

29%n 308

both

31%n 321

neither

3%n 29

overnight range break report / MYM globex hours / 1,047 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 65 to 172 pts 172 to 241 pts 241 to 355 pts 357 to 1653 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

By weekday

share of sessions

monn 190

tuen 218

wedn 223

thun 211

frin 205

By size

share of sessions

100

65 to 172 ptsn 262

172 to 241 ptsn 262

241 to 355 ptsn 262

357 to 1653 ptsn 261

The latest 60 sessions on file, not the full sample the headline counts
Session	Outcome	Direction	Size, pts	Against, pts	Extension, pts	Minutes
2026-08-07	neither	none	321.02	-	-	-
2026-08-06	low-only	down	134.45	49.71	572.85	2
2026-08-05	high-only	up	203.6	66.85	336.65	0
2026-08-04	high-only	up	746.52	276.34	337.96	0
2026-08-03	high-only	up	553.96	262.75	40.27	32
2026-07-31	both	none	353.75	382.74	263.82	19
2026-07-30	high-only	up	376.94	296.79	319.72	0
2026-07-29	low-only	down	548.26	75.26	759.84	0
2026-07-28	high-only	up	617.57	23.37	193.69	108
2026-07-27	both	none	448.74	612	4.43	6
2026-07-24	high-only	up	340.98	190.76	110.78	104
2026-07-23	low-only	down	770.98	339.95	6.8	0
2026-07-22	high-only	up	211.07	60.82	242.2	1
2026-07-21	high-only	up	289.05	54.86	262.2	33
2026-07-20	both	none	377.46	617.26	13.22	1
2026-07-17	both	none	548.58	614.5	54.23	0
2026-07-16	both	none	223.8	442.5	55.4	0
2026-07-15	both	none	243.25	266.57	144.95	5
2026-07-14	high-only	up	639.54	312.76	74.69	44
2026-07-13	both	none	326.52	369.8	134.21	0

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 2021-09-02 to 2026-09-04, 1,047 sessions. Skipped: 47 half days, 142 data holes, 71 sessions the report did not apply to.