DISCLAIMER

ES E-mini S&P 500 Statistics

Trading Hours (CT)

Regular Trading Hours (RTH): 08:30 - 15:00

Initial Balance Period: First hour of RTH (08:30 - 09:30)

Range Information

IB Range: High/Low during the first hour of trading

RTH Range: High/Low during regular trading hours

FS Range: Full session range (overnight + RTH)

Report generated on: Jul 10, 2025

Range Distribution

Range Volatility Summary

20d Median IB Range is 88% of 3yr median
20d Median RTH Range is 89% of 3yr median

Range Trend Summary

IB Range has decreased over prior 20d
RTH Range has decreased over prior 20d

20-Day Range Distribution (Jun 6, 2025 - Jul 8, 2025)

60-Day Range Distribution (Apr 9, 2025 - Jul 8, 2025)

3-Year Range Distribution (Jul 8, 2022 - Jul 8, 2025)

IB Break & Ext Stats

Show day occurrencesFilter to remove extreme range days (<p5, >p95)

As filtered by baselines below: P₁₅ < Normal IB Range < P₈₅

			Normal based on:
20-Day	60-Day	3-Year	< P₁₅	Normal	> P₈₅
15%	13%	20%	36%	20%	6%	+100%
25%	23%	28%	45%	27%	13%	+75%
35%	33%	38%	54%	38%	25%	+50%
50%	48%	51%	63%	52%	38%	+25%
65%	65%	66%	79%	66%	55%
25%	23%	30%	51%	28%	16%
60%	55%	62%	72%	61%	58%
50%	45%	47%	59%	47%	40%	-25%
45%	40%	39%	45%	39%	29%	-50%
30%	32%	29%	33%	30%	19%	-75%
20%	20%	21%	27%	22%	12%	-100%

* Percentages rounded to whole numbers

IB 50% Extension Break Closing Distribution

Where does price close after breaking 50% extension levels?

IBH 50% Extension Break Closing Distribution

Total occurrences: 287 (58% of RTH Closes occurred above the extension level)

IBL 50% Extension Break Closing Distribution

Total occurrences: 277 (51% of RTH Closes occurred above the extension level)

Chart explanation: These charts show where price tends to close (at 14:59 RTH close) relative to the 50% extension level after it's broken. The extension level is at the center (0), and points on the X-axis show the distance from the extension level. Positive values mean price closed above the extension level, negative values mean price closed below.

Markers: Median (green) shows the middle value, Mode (blue) shows the most common value, P15 and P85 (yellow) show the 15th and 85th percentiles.

Filters:Filter buttons are same idea as on IB Break & Extension Table. Where was IB Range at for that day relative to the rolling 20d/60d or 3yrs. P₁₅ < Normal IB Range < P₈₅