REPORT / INITIAL BALANCE

Which side breaks first, or does it hold?

YM / New York / 5 yr

49%broke the initial balance high first, over 1,119 sessions

high first

49%n 547

low first

47%n 528

held the balance

4%n 44

breaks at least one side (secondary)

96%n 1,119

initial balance report / YM regular hours / 1,119 sessions

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

Weekday

all mon tue wed thu fri

Size

all 56 to 162 pts 163 to 222 pts 222 to 300 pts 300 to 2618 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

By weekday

share of sessions

monn 204

tuen 235

wedn 238

thun 222

frin 220

By size

share of sessions

56 to 162 ptsn 280

163 to 222 ptsn 280

222 to 300 ptsn 280

300 to 2618 ptsn 279

By move against

how much heat it took first

0 to 50 ptsn 269

51 to 114 ptsn 269

114 to 215 ptsn 268

215 to 1354 ptsn 269

By extension

how far it ran past the level

2 to 75 ptsn 269

75 to 145 ptsn 269

145 to 241 ptsn 268

242 to 2754 ptsn 269

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	hold	none	290.54	-	-	-
2026-08-06	single-low	down	297.52	36.78	390.01	6
2026-08-05	single-low	down	366.52	19.49	36.98	329
2026-08-04	single-high	up	311.04	38.49	303.26	27
2026-08-03	single-low	down	242.57	239.07	60.45	110
2026-07-31	single-high	up	521.57	46.05	124.99	174
2026-07-30	double	down	247.05	543.04	295.99	35
2026-07-29	single-low	down	434.54	327.01	400.56	4
2026-07-28	single-high	up	244.81	136.88	240.2	25
2026-07-27	single-low	down	374.98	41.01	241.45	0
2026-07-24	double	down	185.6	400.58	214.99	14
2026-07-23	hold	none	346.75	-	-	-
2026-07-22	hold	none	345.08	-	-	-
2026-07-21	single-high	up	309.02	116.04	187.49	0
2026-07-20	single-low	down	424.96	97.99	205.52	3
2026-07-17	hold	none	668.72	-	-	-
2026-07-16	double	up	231.01	471.93	240.92	56
2026-07-15	single-low	down	321.51	181.04	90.01	106
2026-07-14	single-high	up	334.45	324.42	63.04	4
2026-07-13	single-low	down	315.55	48.06	188.46	13

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 2021-09-01 to 2026-09-04, 1,119 sessions. Skipped: 47 half days, 142 data holes, 0 sessions the report did not apply to.