Market Session Breakout

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?

Timeframe

Data range

2008-12-12 → 2026-05-05

Total sessions

4,306

Period

All history

Pattern frequency

Condition	Outcome	Probability	Baseline	N	Edge
Session 1 range	Broke above session 1 high only	32.257%	30.283%	4,306	+1.97 pts
Session 1 range	Broke below session 1 low only	27.450%	29.401%	4,306	-1.95 pts
Session 1 range	Broke both sides	39.015%	39.062%	4,306	-0.05 pts
Session 1 range	Stayed within the session 1 range	1.277%	1.254%	4,306	+0.02 pts

Probabilities are observed frequencies over the selected period. The baseline is the same outcome's unconditional rate; edge is probability − baseline, in percentage points.

Sliced by dimensionexpand a dimension to see grouped probabilities

Day of week5 groupsMonday – Friday

Group	Condition	Outcome	Probability	Baseline	N	Edge
Monday	Session 1 range	Broke above session 1 high only	35.802%	30.741%	810	+5.06 pts
Monday	Session 1 range	Broke below session 1 low only	22.346%	27.531%	810	-5.19 pts
Monday	Session 1 range	Broke both sides	41.111%	41.111%	810	+0.00 pts
Monday	Session 1 range	Stayed within the session 1 range	0.741%	0.617%	810	+0.12 pts
Tuesday	Session 1 range	Broke above session 1 high only	31.054%	30.381%	892	+0.67 pts
Tuesday	Session 1 range	Broke below session 1 low only	26.794%	27.354%	892	-0.56 pts
Tuesday	Session 1 range	Broke both sides	41.592%	41.704%	892	-0.11 pts
Tuesday	Session 1 range	Stayed within the session 1 range	0.561%	0.561%	892	+0.00 pts
Wednesday	Session 1 range	Broke above session 1 high only	31.038%	27.427%	886	+3.61 pts
Wednesday	Session 1 range	Broke below session 1 low only	26.524%	29.910%	886	-3.39 pts
Wednesday	Session 1 range	Broke both sides	41.309%	41.535%	886	-0.23 pts
Wednesday	Session 1 range	Stayed within the session 1 range	1.129%	1.129%	886	+0.00 pts
Thursday	Session 1 range	Broke above session 1 high only	31.415%	31.070%	869	+0.35 pts
Thursday	Session 1 range	Broke below session 1 low only	31.646%	31.876%	869	-0.23 pts
Thursday	Session 1 range	Broke both sides	35.788%	35.903%	869	-0.12 pts
Thursday	Session 1 range	Stayed within the session 1 range	1.151%	1.151%	869	+0.00 pts
Friday	Session 1 range	Broke above session 1 high only	32.273%	29.918%	849	+2.36 pts
Friday	Session 1 range	Broke below session 1 low only	29.682%	32.038%	849	-2.36 pts
Friday	Session 1 range	Broke both sides	35.218%	35.218%	849	+0.00 pts
Friday	Session 1 range	Stayed within the session 1 range	2.827%	2.827%	849	+0.00 pts

Size bucket4 groupss1_size bin 1 (-0.00–19.43] – s1_size bin 4 (105.94–990.50]

Group	Condition	Outcome	Probability	Baseline	N	Edge
s1_size bin 1 (-0.00–19.43]	Session 1 range	Broke above session 1 high only	27.298%	24.791%	1,077	+2.51 pts
s1_size bin 1 (-0.00–19.43]	Session 1 range	Broke below session 1 low only	22.748%	24.884%	1,077	-2.14 pts
s1_size bin 1 (-0.00–19.43]	Session 1 range	Broke both sides	49.954%	50.325%	1,077	-0.37 pts
s1_size bin 1 (-0.00–19.43]	Session 1 range	Stayed within the session 1 range	0.000%	0.000%	1,077	+0.00 pts
s1_size bin 2 (19.43–39.18]	Session 1 range	Broke above session 1 high only	32.714%	31.320%	1,076	+1.39 pts
s1_size bin 2 (19.43–39.18]	Session 1 range	Broke below session 1 low only	29.647%	30.948%	1,076	-1.30 pts
s1_size bin 2 (19.43–39.18]	Session 1 range	Broke both sides	36.431%	36.617%	1,076	-0.19 pts
s1_size bin 2 (19.43–39.18]	Session 1 range	Stayed within the session 1 range	1.208%	1.115%	1,076	+0.09 pts
s1_size bin 3 (39.18–105.94]	Session 1 range	Broke above session 1 high only	33.364%	30.669%	1,076	+2.70 pts
s1_size bin 3 (39.18–105.94]	Session 1 range	Broke below session 1 low only	26.766%	29.461%	1,076	-2.70 pts
s1_size bin 3 (39.18–105.94]	Session 1 range	Broke both sides	38.383%	38.383%	1,076	+0.00 pts
s1_size bin 3 (39.18–105.94]	Session 1 range	Stayed within the session 1 range	1.487%	1.487%	1,076	+0.00 pts
s1_size bin 4 (105.94–990.50]	Session 1 range	Broke above session 1 high only	35.655%	30.919%	1,077	+4.74 pts
s1_size bin 4 (105.94–990.50]	Session 1 range	Broke below session 1 low only	30.641%	35.376%	1,077	-4.74 pts
s1_size bin 4 (105.94–990.50]	Session 1 range	Broke both sides	31.291%	31.291%	1,077	+0.00 pts
s1_size bin 4 (105.94–990.50]	Session 1 range	Stayed within the session 1 range	2.414%	2.414%	1,077	+0.00 pts

Extension level5 groups0–0.5x – >=2x

Group	Condition	Outcome	Probability	Baseline	N	Edge
0–0.5x	Session 1 range	Broke above session 1 high only	32.640%	28.587%	913	+4.05 pts
0–0.5x	Session 1 range	Broke below session 1 low only	25.958%	29.792%	913	-3.83 pts
0–0.5x	Session 1 range	Broke both sides	35.378%	35.597%	913	-0.22 pts
0–0.5x	Session 1 range	Stayed within the session 1 range	6.024%	6.024%	913	+0.00 pts
0.5–1x	Session 1 range	Broke above session 1 high only	31.193%	25.605%	1,199	+5.59 pts
0.5–1x	Session 1 range	Broke below session 1 low only	23.686%	29.191%	1,199	-5.50 pts
0.5–1x	Session 1 range	Broke both sides	45.121%	45.204%	1,199	-0.08 pts
0.5–1x	Session 1 range	Stayed within the session 1 range	0.000%	0.000%	1,199	+0.00 pts
1–1.5x	Session 1 range	Broke above session 1 high only	35.506%	31.665%	859	+3.84 pts
1–1.5x	Session 1 range	Broke below session 1 low only	24.447%	28.289%	859	-3.84 pts
1–1.5x	Session 1 range	Broke both sides	40.047%	40.047%	859	+0.00 pts
1–1.5x	Session 1 range	Stayed within the session 1 range	0.000%	0.000%	859	+0.00 pts
1.5–2x	Session 1 range	Broke above session 1 high only	33.460%	29.278%	526	+4.18 pts
1.5–2x	Session 1 range	Broke below session 1 low only	29.087%	33.080%	526	-3.99 pts
1.5–2x	Session 1 range	Broke both sides	37.452%	37.643%	526	-0.19 pts
1.5–2x	Session 1 range	Stayed within the session 1 range	0.000%	0.000%	526	+0.00 pts
>=2x	Session 1 range	Broke above session 1 high only	29.208%	30.446%	808	-1.24 pts
>=2x	Session 1 range	Broke below session 1 low only	36.881%	35.644%	808	+1.24 pts
>=2x	Session 1 range	Broke both sides	33.911%	33.911%	808	+0.00 pts
>=2x	Session 1 range	Stayed within the session 1 range	0.000%	0.000%	808	+0.00 pts

First extreme of the range2 groupsHigh formed first – Low formed first

Group	Condition	Outcome	Probability	Baseline	N	Edge
High formed first	Session 1 range	Broke above session 1 high only	20.333%	29.112%	1,982	-8.78 pts
High formed first	Session 1 range	Broke below session 1 low only	38.597%	29.667%	1,982	+8.93 pts
High formed first	Session 1 range	Broke both sides	39.556%	39.758%	1,982	-0.20 pts
High formed first	Session 1 range	Stayed within the session 1 range	1.514%	1.463%	1,982	+0.05 pts
Low formed first	Session 1 range	Broke above session 1 high only	42.475%	30.530%	2,319	+11.94 pts
Low formed first	Session 1 range	Broke below session 1 low only	17.939%	29.840%	2,319	-11.90 pts
Low formed first	Session 1 range	Broke both sides	38.551%	38.594%	2,319	-0.04 pts
Low formed first	Session 1 range	Stayed within the session 1 range	1.035%	1.035%	2,319	+0.00 pts