S&P 500 E-mini futures

ES Initial Balance Range Stats

Public cached Initial Balance stats for opening range size, breakout rate, retracement rate, and breakout hold behavior.

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Regular Trading Hours

RTH cache target mapped to the US regular session.

Compiled Aug 3, 2026, 5:50 AM

Analyzed 78 trading days for ES.FUT (09:30 - 10:30 ET) (7 days filtered by IB size)

Sample: 78 trading days

Avg IB Range

34.19

Breakout Rate

96.2%

Retracement Rate

94.7%

Breakout Hold

53.3%

1.618 Fib Hit

0.0%

Avg Extension

0.98x

Extended Trading Hours

ETH cache target mapped to the full all-hours session.

This cache target is warming. The page schedules the existing public report warmer and will show metrics after the cache refresh completes.

Explore related public stats

Compare the same cached report across ES, NQ, and CL, or switch to another public report type from the current symbol.

ES VWAP Std Dev ReturnES Session BreakoutNQ Initial BalanceCL Initial Balance