REPORT / OVERNIGHT RANGE BREAK

Is the Globex range taken in New York?

NQ / Globex / 5 yr

96%took at least one overnight extreme, over 1,379 sessions

high only

38%n 528

low only

32%n 439

both

26%n 357

neither

4%n 55

overnight range break report / NQ globex hours / 1,379 sessions

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

Weekday

all mon tue wed thu fri

Size

all 33 to 110 pts 110 to 158 pts 158 to 234 pts 235 to 1030 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

Filtered view. The headline above is the whole sample; the cuts and the rows below are the sessions matching this filter. Clear the filter

By weekday

share of sessions

frin 273

By size

share of sessions

33 to 110 ptsn 345

110 to 158 ptsn 345

158 to 234 ptsn 345

235 to 1030 ptsn 344

The latest 60 sessions on file, not the full sample the headline counts
Session	Outcome	Direction	Size, pts	Against, pts	Extension, pts	Minutes
2026-09-04	low-only	down	219.76	109	8.97	252
2026-08-28	both	none	127.68	235.74	139.68	1
2026-08-21	low-only	down	264.5	217.71	51.56	24
2026-08-14	low-only	down	157.29	23.47	91.53	90
2026-08-07	neither	none	410.35	-	-	-
2026-07-31	both	none	331.9	560.91	85.02	2
2026-07-24	low-only	down	267.19	162.35	255.06	12
2026-07-17	low-only	down	668.03	510.59	130.6	4
2026-07-10	both	none	244.83	287.67	106.39	22
2026-06-26	neither	none	728.01	-	-	-
2026-06-12	both	none	407.83	503.77	26.43	15

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, 1,379 sessions. Skipped: 45 half days, 39 data holes, 17 sessions the report did not apply to.