The numbers, not the folklore.
Intraday probabilities for NQ and ES, computed from our own session database, 6+ years of 1-minute data, 2020 to June 2026. No borrowed screenshots, no round-number myths: every figure is measured, sourced, and reproducible, with the methodology on the page.
Measured on our own data.
Initial Balance Break Probability
The first hour breaks on all but ~3% of days, on both indices.
How often NQ and ES break the high or low of the first-hour range — 97.0% and 97.8% of sessions — with break timing, direction, and range size.
Read the study →Gap Fill Probability
Small gaps fill; large gaps don't. The threshold, measured.
How often NQ and ES fill the opening gap — 60.3% and 58.4% of sessions — and how fill odds collapse as the gap widens, from ~96% on small gaps to under 40% on large ones.
Read the study →Opening Range Breakout Probability
The five-minute range always breaks. One side or both is the real question.
How often the 5-minute opening range breaks on NQ and ES — one side on 100% of sessions, both sides on 68.8% and 73.1% — with first-break direction.
Read the study →Previous Day High & Low Hit Rate
Nine in ten days revisit a prior-day extreme; one in ten tags both.
How often NQ and ES trade back to the prior day's high or low — 89.5% and 90.8% of sessions reach one, but only ~10% tag both.
Read the study →Overnight Session Break Probability
RTH takes out an overnight extreme ~19 of 20 days; the structure says which one.
How often the New York session breaks the overnight range on NQ and ES — 94.7% and 93.8% take out the Globex high or low — plus the Asia–London–NY handoff patterns.
Read the study →The data drives the indicators.
Every study here comes from the same session database the indicators are built on. Two indicators are free; the Complete Bundle is $299, one-time.