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 |
|---|---|---|---|---|---|---|
| 2026-07-10 | up | up | 138.4 | 123.12 | 132.54 | 4 |
| 2026-07-09 | up | up | 198.84 | 57.45 | 118.22 | 0 |
| 2026-07-08 | up | up | 187.96 | 162.1 | 122.29 | 0 |
| 2026-07-07 | down | down | 193.18 | 0 | 280 | 6 |
| 2026-07-06 | up | up | 163.35 | 0 | 141.82 | 0 |
| 2026-07-02 | up | up | 181.3 | 662.82 | 105.58 | 3 |
| 2026-07-01 | up | up | 161.11 | 37.07 | 106.75 | 6 |
| 2026-06-30 | up | up | 233.69 | 0 | 340.05 | 6 |
| 2026-06-29 | up | up | 236.63 | 285.26 | 278.97 | 0 |
| 2026-06-26 | up | up | 188.53 | 0 | 339.85 | 11 |
| 2026-06-25 | down | down | 448.36 | 0 | 454.99 | 0 |
| 2026-06-24 | down | down | 236.69 | 65.02 | 335.64 | 3 |
| 2026-06-23 | up | up | 199.74 | 33.88 | 239.24 | 2 |
| 2026-06-22 | up | up | 168.45 | 260.89 | 32.71 | 14 |
| 2026-06-18 | up | up | 220.7 | 0 | 168.83 | 33 |
| 2026-06-17 | up | up | 129.47 | 463.41 | 19.08 | 0 |
| 2026-06-16 | up | up | 107.24 | 461.73 | 30.18 | 1 |
| 2026-06-15 | up | up | 121.7 | 0 | 180.64 | 0 |
| 2026-06-12 | down | down | 232.37 | 266.59 | 31.25 | 0 |
| 2026-06-11 | up | up | 130.56 | 73.93 | 757.07 | 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.
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.