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How often does a session's high-to-low range exceed or respect the prior session's period-N average daily range (ADR)?

Comparing each session's market-hours high and low to the prior Asian (Tokyo) session's high and low, how often does price break above the Asian high only, below the Asian low only, both sides, or neither during the RTH session?

How often does a session's true range (high-low, accounting for the prior close gap) exceed or respect the prior session's period-N average true range (ATR)?

For each trading day, the longest run of consecutive green and of consecutive red intraday bars, averaged across days. Shows the typical length of intraday color streaks.

For each intraday time bucket: the fraction of days whose candle body covers at least the configured percentage of its high-to-low range. Shows when in the session decisive, trend-like candles are most likely to print.

What is the average close-to-close percent return in the trading sessions before a CPI release, on the release day itself, and in the sessions after?

On CPI release dates, given the initial reaction candle's direction (08:30–09:30 ET move after the release), how often does the RTH day close in the same direction?

For each trading cycle, which intraday market session produced the day's highest high and which produced the day's lowest low? Reported as a probability distribution over the configured sessions; probabilities sum to 1 within each condition.

How does the average total RTH daily volume on economic-event days (CPI, FOMC, NFP, GDP) compare to non-event days?

How often is the RTH daily candle a bullish or bearish engulfing pattern (its body fully engulfs the prior day's body, opposite color), and given such a pattern, how far does price continue from the engulfing close until it reclaims the engulfing open?

On 15-minute RTH candles, a Fair Value Gap (FVG) forms when candle 1 and candle 3 leave a price imbalance (bullish: c1.high < c3.low; bearish: c1.low > c3.high). How often is that gap filled within the same session?

Which Fibonacci retracement levels (0%, 23.6%, 38.2%, 50%, 61.8%, 78.6%, 100%) of the prior RTH session's range does the current session touch? And which Fibonacci zone does the session open in? Levels are anchored by the prior candle's direction.

On FOMC decision days, how does price perform within each 15-minute RTH interval? Results are split by the direction of the 2pm ET reaction window (the bar that captures the immediate response to the Fed's rate decision).

What is the average close-to-close percent return in the trading sessions before an FOMC rate decision, on the decision day itself, and in the sessions after?

When a session opens with a gap up or down from the prior session's close, how often does intraday price retrace back through the gap and fill it?

Once a period is green (or red), how likely is the streak to continue for one more period of the same color?

For each ISO week, which weekday produced the weekly high, weekly low, weekly high close, and weekly low close? Aggregated as the fraction of weeks each weekday claims each extreme.

When a session opens above or below the ICT reference candle level (default the midnight open), how often does intraday price retrace back to that level?

After the initial balance forms from the first N minutes of the session, how often does price break above the balance high, below the balance low, both sides, or neither during the rest of the session?

After the initial balance forms, how far does price extend past the balance high or low on its FIRST breakout, before breaking back into the range? Reported as the average and maximum first-breakout extension, in points and as a percentage of the session open.

Does the order in which the initial balance edges form predict the first breakout? Cross-tabulates which edge (high or low) formed first during the initial balance against which edge broke first afterward (high, low, or neither).

On single-break days, after price breaks one side of the initial balance, how deep does it pull back into the balance range? Reported as the share of single-break sessions whose retracement reaches at least 25%, 50%, or 75% of the initial-balance size.

After the initial balance forms, WHEN does price first break above its high or below its low? Reported as the share of sessions breaking early vs late around a configurable threshold, plus the full first-breakout-time histogram.

How often does a session open inside the prior day's range (between its RTH low and RTH high, inclusive), and given such an open, does price break above, below, both sides, or stay contained within the prior range during the session?

The high-low range over a configurable intraday window measured each day, summarized across days. Reports the average, maximum, minimum, and median of both the absolute range (points) and the percentage range.

For each RTH session, which intraday time bucket produced the day's high and which produced the day's low? Aggregated as the fraction of days each bucket claims each extreme.

Pearson correlation between the opening bar's volume and the rest-of-session volume: does a high-volume open predict a high-volume session?

Comparing a second market session's high and low to the range a first market session formed, how often does price break above the first session's high only, below its low only, both sides, or neither during the second session?

How often does a second market session close green or red given the color a first market session closed, within the same trading cycle?

What is the average close-to-close percent return in the trading sessions before an NFP release, on the release day itself, and in the sessions after?

How often does a session close within a given percentage range of its open?

After the first N-minute candle of the NY session, how often does the session close in the same direction?

After the opening candle closes, does the session reclaim the candle's high, low, both (and in what order), or neither?

After the opening range forms from the first N minutes of the session, how often does price break above the range high, below the range low, both sides, or neither during the rest of the session?

How big is the opening range (the first N minutes of the session) relative to the rest-of-session range, and how strongly are the two correlated?

Where does the daily session open land relative to the prior session's high and low — above the prior high, inside the prior range, or below the prior low?

After the opening week range forms from the first N sessions of the week, how often does the rest of the week break above the range high, below the range low, both sides, or neither — and when both are taken, which level is reached first?

How often does a session open outside the prior day's range (above its RTH high or below its RTH low), and given such an open, does price continue away from the range or reverse back into it during the session?

Given the overnight gap's direction (today's open vs the prior session's close), how often does the day close in the same direction (intraday)?

Comparing each session's market-hours high and low to the prior overnight session's high and low, how often does price break above the overnight high only, below the overnight low only, both sides, or neither during the RTH session?

What is the average percent return, the green/red day counts, and the average green/red move size for each weekday?

Classic floor (traditional) and camarilla pivot levels computed from the prior RTH session's High, Low, and Close. Three measurement tiers: (1) pivot_levels — fraction of sessions whose RTH range touches each pivot level (independent rates; a session can touch multiple levels); (2) opening_zone — which band between consecutive levels the session open falls in (mutually exclusive zones that partition every countable day); (3) close_zone — which zone the session close falls in (same partition structure). The standard variant uses traditional (floor) pivots.

During the last hour of the session (the power hour), how often does price make a new high of day, a new low of day, both, or neither relative to the range established earlier in the session?

Given the session's direction going into the power hour (the pre-power-hour move, green or red), how often does the power hour itself close in the same direction (continuation) versus reverse?

How often does intraday price break the prior day's range (RTH high or low), and given a break, does the session follow through by closing in the break's direction?

How often does the current session close green or red given the prior session's color?

How does a trading week resolve against the prior week's range — does it break the high only, the low only, both, or stay inside? And when both are taken, which level is hit first?

What is the average percent return and green/red period split for each month of the year and each week of the year?

What is the average price range (high − low, in points) of the Asia, London, and NY sessions for each weekday?

How far does a session move against its eventual direction (open-to-low for green sessions, open-to-high for red sessions) before it closes?

What is the average total traded volume of the Asia, London, and NY sessions for each weekday?

When price crosses above or below the N-period simple moving average, how long does the move last (in bars) and how far does price travel from the SMA before crossing back?

What is the average volume, the average price range, and the average percentage range for each weekday?

What is the average traded volume for each calendar month and each ISO week of the year?

When the first RTH bar of the week closes above or below the weekly opening price, how often does intraday price retrace back to touch that level before the week ends?