REPORT / OPENING RANGE BREAK
Which side of the first 15 goes first?
52%broke the opening range high first, over 1,396 sessions
high first52%n 727
low first48%n 668
never broke0%n 1
breaks either side (secondary)100%n 1,396
Built on a continuous index proxy, validated against CME data.
Session
New YorkGlobex
Lookback
By weekday
share of sessions57
monn 26449
tuen 28952
wedn 28448
thun 28255
frin 277By size
share of sessions54
0 to 58 ptsn 34954
58 to 80 ptsn 34952
80 to 112 ptsn 34948
112 to 448 ptsn 349By move against
how much heat it took first53
0 to 7 ptsn 69849
7 to 78 ptsn 34853
78 to 1357 ptsn 349By extension
how far it ran past the level49
0 to 43 ptsn 34956
43 to 97 ptsn 34955
98 to 169 ptsn 34848
170 to 1802 ptsn 349| Session | Outcome | Direction | Size, pts | Against, pts | Extension, pts | Minutes |
|---|---|---|---|---|---|---|
| 2026-09-04 | up | up | 93.48 | 81.38 | 47.8 | 3 |
| 2026-09-03 | up | up | 159.48 | 0 | 224.74 | 4 |
| 2026-09-02 | down | down | 81.48 | 93.02 | 19.39 | 6 |
| 2026-09-01 | up | up | 97.3 | 39.53 | 177.9 | 2 |
| 2026-08-31 | down | down | 125.26 | 23.52 | 35.38 | 2 |
| 2026-08-28 | up | up | 137.3 | 124.68 | 113.44 | 3 |
| 2026-08-27 | up | up | 143.6 | 19.44 | 116.11 | 0 |
| 2026-08-26 | up | up | 140.9 | 14.37 | 56.28 | 0 |
| 2026-08-25 | up | up | 94.19 | 113.71 | 42.1 | 0 |
| 2026-08-24 | down | down | 262.46 | 0 | 28.7 | 0 |
| 2026-08-21 | down | down | 155.81 | 21.39 | 92.07 | 0 |
| 2026-08-20 | down | down | 134.33 | 0 | 130.61 | 7 |
| 2026-08-19 | down | down | 179.67 | 0 | 185.79 | 3 |
| 2026-08-18 | down | down | 141.66 | 0 | 113.29 | 10 |
| 2026-08-17 | down | down | 99.63 | 21.05 | 98.89 | 23 |
| 2026-08-14 | up | up | 98.21 | 137.81 | 11.65 | 0 |
| 2026-08-13 | up | up | 188.76 | 0 | 217.24 | 0 |
| 2026-08-12 | down | down | 146.95 | 0 | 34.72 | 20 |
| 2026-08-11 | down | down | 160.51 | 0 | 142.63 | 1 |
| 2026-08-10 | up | up | 120.13 | 0 | 60.87 | 21 |
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.