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 |
|---|---|---|---|---|---|---|
| 2026-08-07 | up | up | 127.41 | 119.42 | 45.67 | 0 |
| 2026-08-06 | up | up | 237.13 | 0 | 213.08 | 0 |
| 2026-08-05 | up | up | 145.16 | 316.72 | 15.82 | 0 |
| 2026-08-04 | up | up | 241.64 | 0 | 498.39 | 0 |
| 2026-08-03 | up | up | 224.7 | 0 | 422.06 | 10 |
| 2026-07-31 | down | down | 308.56 | 0 | 337.38 | 0 |
| 2026-07-30 | up | up | 181.73 | 0 | 304.56 | 0 |
| 2026-07-29 | down | down | 157.92 | 106.08 | 516 | 2 |
| 2026-07-28 | down | down | 260.46 | 92.04 | 121.22 | 0 |
| 2026-07-27 | down | down | 190.17 | 0 | 486.21 | 1 |
| 2026-07-24 | down | down | 162.33 | 7.5 | 247.58 | 1 |
| 2026-07-23 | down | down | 229.41 | 0 | 217.76 | 48 |
| 2026-07-22 | up | up | 99 | 0 | 156.29 | 0 |
| 2026-07-21 | down | down | 115.52 | 112.42 | 65.82 | 0 |
| 2026-07-20 | up | up | 151.51 | 258.21 | 10.26 | 0 |
| 2026-07-17 | up | up | 263.65 | 0 | 377.53 | 13 |
| 2026-07-16 | down | down | 221.43 | 0 | 229.78 | 0 |
| 2026-07-15 | down | down | 146.56 | 0 | 434.54 | 0 |
| 2026-07-14 | down | down | 127.2 | 83.03 | 115.85 | 20 |
| 2026-07-13 | down | down | 188.16 | 16.65 | 153.51 | 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.
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.