ES roadmap

Held era only (2,228 sessions, 2010-06-06 .. 2026-08-13) — see the note below on why fit-era numbers never ship here.

Measured odds. No trade calls. what this means →

Current price: 7867.75 · ATR14: 52.70 · 09:30 open: 7873.25

Every probability below is measured on 2018-01-01 onward only (the most recent regime), never on the pooled full history: 35.2% of touch-ladder cells differ significantly between the pre-2018 period and 2018 onward, so only the recent number ships. The era flag marks a cell that moved between the two periods -- read it as a stability caveat, not a probability.

The map

Touch ladder

Anchored to the 09:30 ET open — price/points columns use today's open and current ATR14.

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7875.88	2.6348	91.5%	2,222	NEAR BAND	—
0.05	down	7870.62	2.6348	89.1%	2,222	NEAR BAND	—
0.10	up	7878.52	5.2696	81.9%	2,222	LIKELY	—
0.10	down	7867.98	5.2696	78.6%	2,222	LIKELY	—
0.15	up	7881.15	7.9045	73.4%	2,222	LIKELY	—
0.15	down	7865.35	7.9045	70.6%	2,222	LIKELY	—
0.20	up	7883.79	10.54	64.3%	2,222	COIN FLIP	—
0.20	down	7862.71	10.54	62.5%	2,222	COIN FLIP	—
0.25	up	7886.42	13.17	57.0%	2,222	COIN FLIP	—
0.25	down	7860.08	13.17	55.9%	2,222	COIN FLIP	—
0.30	up	7889.06	15.81	50.8%	2,222	COIN FLIP	—
0.30	down	7857.44	15.81	49.5%	2,222	COIN FLIP	—
0.40	up	7894.33	21.08	39.0%	2,222	STRETCH	—
0.40	down	7852.17	21.08	38.4%	2,222	STRETCH	—
0.50	up	7899.60	26.35	28.5%	2,222	STRETCH	—
0.50	down	7846.90	26.35	30.5%	2,222	STRETCH	—
0.75	up	7912.77	39.52	11.7%	2,222	LONG SHOT	—
0.75	down	7833.73	39.52	17.4%	2,222	LONG SHOT	—
1.00	up	7925.95	52.70	4.6%	2,222	LONG SHOT	—
1.00	down	7820.55	52.70	9.5%	2,222	LONG SHOT	—
1.50	up	7952.29	79.04	0.8%	2,222	LONG SHOT	—
1.50	down	7794.21	79.04	3.1%	2,222	LONG SHOT	—

Anchored to the 08:45 ET checkpoint — shown in ATR distance only, no live price conversion for this anchor.

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	—	—	90.9%	2,227	NEAR BAND	—
0.05	down	—	—	90.3%	2,227	NEAR BAND	—
0.10	up	—	—	82.7%	2,227	LIKELY	—
0.10	down	—	—	80.9%	2,227	LIKELY	—
0.15	up	—	—	74.0%	2,227	LIKELY	—
0.15	down	—	—	71.6%	2,227	LIKELY	—
0.20	up	—	—	65.6%	2,227	COIN FLIP	—
0.20	down	—	—	63.2%	2,227	COIN FLIP	moved since 2018
0.25	up	—	—	57.8%	2,227	COIN FLIP	—
0.25	down	—	—	56.7%	2,227	COIN FLIP	—
0.30	up	—	—	51.2%	2,227	COIN FLIP	—
0.30	down	—	—	50.4%	2,227	COIN FLIP	—
0.40	up	—	—	39.9%	2,227	STRETCH	—
0.40	down	—	—	39.7%	2,227	STRETCH	—
0.50	up	—	—	29.6%	2,227	STRETCH	—
0.50	down	—	—	31.6%	2,227	STRETCH	—
0.75	up	—	—	12.4%	2,227	LONG SHOT	—
0.75	down	—	—	18.4%	2,227	LONG SHOT	—
1.00	up	—	—	5.1%	2,227	LONG SHOT	—
1.00	down	—	—	10.0%	2,227	LONG SHOT	—
1.50	up	—	—	1.0%	2,227	LONG SHOT	—
1.50	down	—	—	3.6%	2,227	LONG SHOT	moved since 2018

State of the day

Historical percentiles of the day's range-so-far at each checkpoint, in ATR — informational reference, not compared against today's live range here.

checkpoint	n	p5	p10	p25	p50	p75	p90	p95	p99
0845	2,227	0.25	0.29	0.37	0.51	0.71	0.95	1.14	1.73
0930	2,227	0.26	0.30	0.39	0.54	0.74	1.00	1.21	1.86
1030	2,227	0.31	0.37	0.47	0.65	0.90	1.21	1.44	2.09

Fade caution

range so far	p (held)	n	era flag
<0.5	50.8%	921	moved since 2018
0.5-0.85	52.0%	861	—
0.85-1.05	50.3%	183	—
1.05-1.25	42.2%	83	—
>1.25	46.4%	97	—

Named levels

Distances are ATR-relative to the 09:30 open, same convention as the touch ladder above.

SCENERY: no measurable difference - this level behaves like any other price at that distance.
PULLS: price reached this level clearly more often (5+ points, 95% interval excludes zero) than at any other level the same distance away.
REPELS: price reached this level clearly less often (5+ points, 95% interval excludes zero) than at any other level the same distance away.

Midnight open (00:00 ET)

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7875.88	2.6348	95.7%	258	SCENERY	—
0.10	up	7878.52	5.2696	81.3%	134	SCENERY	—
0.15	up	7881.15	7.9045	73.1%	119	SCENERY	—
0.20	up	7883.79	10.54	66.3%	89	SCENERY	—
0.25	up	7886.42	13.17	60.0%	70	SCENERY	—
0.30	up	7889.06	15.81	62.2%	90	PULLS	—
0.40	up	7894.33	21.08	42.3%	78	PULLS	—
0.50	up	7899.60	26.35	38.7%	93	PULLS	—
0.75	up	7912.77	39.52	26.3%	57	PULLS	—
1.00	up	7925.95	52.70	0.0%	17	SCENERY	—
1.50	up	7952.29	79.04	0.0%	9	Not enough data (n<30)	—
0.05	down	7870.62	2.6348	90.8%	239	SCENERY	—
0.10	down	7867.98	5.2696	77.9%	163	SCENERY	—
0.15	down	7865.35	7.9045	65.9%	173	SCENERY	—
0.20	down	7862.71	10.54	56.2%	137	SCENERY	—
0.25	down	7860.08	13.17	56.2%	121	SCENERY	—
0.30	down	7857.44	15.81	55.2%	116	SCENERY	—
0.40	down	7852.17	21.08	39.3%	117	SCENERY	—
0.50	down	7846.90	26.35	41.7%	84	PULLS	—
0.75	down	7833.73	39.52	26.2%	42	SCENERY	—
1.00	down	7820.55	52.70	8.3%	12	Not enough data (n<30)	—
1.50	down	7794.21	79.04	0.0%	2	Not enough data (n<30)	—

Prior day high

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7875.88	2.6348	93.9%	164	SCENERY	—
0.10	up	7878.52	5.2696	82.3%	113	SCENERY	—
0.15	up	7881.15	7.9045	58.9%	90	REPELS	—
0.20	up	7883.79	10.54	57.7%	97	REPELS	—
0.25	up	7886.42	13.17	56.5%	108	SCENERY	—
0.30	up	7889.06	15.81	49.3%	134	SCENERY	—
0.40	up	7894.33	21.08	43.2%	176	SCENERY	moved since 2018
0.50	up	7899.60	26.35	27.2%	235	SCENERY	—
0.75	up	7912.77	39.52	13.7%	190	SCENERY	—
1.00	up	7925.95	52.70	8.4%	178	SCENERY	—
1.50	up	7952.29	79.04	2.2%	92	SCENERY	—
0.05	down	7870.62	2.6348	92.7%	137	SCENERY	—
0.10	down	7867.98	5.2696	76.6%	77	SCENERY	—
0.15	down	7865.35	7.9045	65.4%	81	SCENERY	—
0.20	down	7862.71	10.54	67.8%	59	SCENERY	—
0.25	down	7860.08	13.17	48.8%	41	SCENERY	—
0.30	down	7857.44	15.81	51.8%	56	SCENERY	—
0.40	down	7852.17	21.08	41.7%	60	SCENERY	—
0.50	down	7846.90	26.35	34.2%	38	SCENERY	moved since 2018
0.75	down	7833.73	39.52	20.0%	20	SCENERY	—
1.00	down	7820.55	52.70	12.5%	8	Not enough data (n<30)	—
1.50	down	7794.21	79.04	14.3%	7	Not enough data (n<30)	—

Prior day low

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7875.88	2.6348	92.9%	70	SCENERY	—
0.10	up	7878.52	5.2696	87.2%	39	SCENERY	—
0.15	up	7881.15	7.9045	88.1%	42	PULLS	—
0.20	up	7883.79	10.54	58.1%	31	SCENERY	—
0.25	up	7886.42	13.17	60.9%	23	SCENERY	—
0.30	up	7889.06	15.81	55.2%	29	SCENERY	—
0.40	up	7894.33	21.08	47.5%	40	SCENERY	—
0.50	up	7899.60	26.35	60.0%	25	PULLS	—
0.75	up	7912.77	39.52	33.3%	33	PULLS	—
1.00	up	7925.95	52.70	7.1%	14	Not enough data (n<30)	—
1.50	up	7952.29	79.04	20.0%	10	Not enough data (n<30)	—
0.05	down	7870.62	2.6348	93.1%	101	SCENERY	—
0.10	down	7867.98	5.2696	78.6%	70	SCENERY	—
0.15	down	7865.35	7.9045	77.6%	76	SCENERY	—
0.20	down	7862.71	10.54	67.1%	76	SCENERY	—
0.25	down	7860.08	13.17	53.1%	98	SCENERY	—
0.30	down	7857.44	15.81	41.6%	149	REPELS	—
0.40	down	7852.17	21.08	35.2%	162	REPELS	—
0.50	down	7846.90	26.35	25.4%	354	REPELS	—
0.75	down	7833.73	39.52	17.1%	357	SCENERY	—
1.00	down	7820.55	52.70	9.4%	266	SCENERY	—
1.50	down	7794.21	79.04	9.4%	117	SCENERY	moved since 2018

Prior day mid

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7875.88	2.6348	95.2%	147	PULLS	moved since 2018
0.10	up	7878.52	5.2696	79.0%	81	SCENERY	—
0.15	up	7881.15	7.9045	75.8%	91	SCENERY	—
0.20	up	7883.79	10.54	69.2%	65	SCENERY	—
0.25	up	7886.42	13.17	66.1%	65	SCENERY	—
0.30	up	7889.06	15.81	68.0%	78	PULLS	—
0.40	up	7894.33	21.08	39.5%	86	SCENERY	—
0.50	up	7899.60	26.35	29.9%	107	SCENERY	—
0.75	up	7912.77	39.52	23.7%	97	PULLS	—
1.00	up	7925.95	52.70	13.8%	58	PULLS	—
1.50	up	7952.29	79.04	0.0%	22	SCENERY	—
0.05	down	7870.62	2.6348	91.3%	138	SCENERY	moved since 2018
0.10	down	7867.98	5.2696	81.0%	116	SCENERY	—
0.15	down	7865.35	7.9045	65.3%	95	SCENERY	—
0.20	down	7862.71	10.54	54.9%	111	SCENERY	—
0.25	down	7860.08	13.17	58.2%	122	SCENERY	—
0.30	down	7857.44	15.81	49.6%	127	SCENERY	—
0.40	down	7852.17	21.08	44.4%	151	SCENERY	—
0.50	down	7846.90	26.35	24.2%	198	SCENERY	—
0.75	down	7833.73	39.52	15.3%	163	SCENERY	—
1.00	down	7820.55	52.70	22.2%	63	SCENERY	moved since 2018
1.50	down	7794.21	79.04	8.3%	12	Not enough data (n<30)	—

Prior settlement / close

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7875.88	2.6348	94.2%	188	SCENERY	—
0.10	up	7878.52	5.2696	84.6%	104	SCENERY	—
0.15	up	7881.15	7.9045	80.0%	105	SCENERY	—
0.20	up	7883.79	10.54	70.9%	86	SCENERY	—
0.25	up	7886.42	13.17	53.0%	66	SCENERY	—
0.30	up	7889.06	15.81	62.2%	82	PULLS	—
0.40	up	7894.33	21.08	39.8%	83	SCENERY	—
0.50	up	7899.60	26.35	38.0%	92	PULLS	—
0.75	up	7912.77	39.52	27.8%	72	PULLS	—
1.00	up	7925.95	52.70	18.0%	39	PULLS	—
1.50	up	7952.29	79.04	6.7%	15	Not enough data (n<30)	—
0.05	down	7870.62	2.6348	94.8%	173	SCENERY	—
0.10	down	7867.98	5.2696	81.5%	124	SCENERY	—
0.15	down	7865.35	7.9045	76.4%	110	SCENERY	—
0.20	down	7862.71	10.54	56.2%	130	SCENERY	—
0.25	down	7860.08	13.17	60.2%	108	SCENERY	—
0.30	down	7857.44	15.81	44.3%	140	SCENERY	—
0.40	down	7852.17	21.08	41.9%	136	PULLS	—
0.50	down	7846.90	26.35	27.8%	162	SCENERY	—
0.75	down	7833.73	39.52	17.8%	73	SCENERY	—
1.00	down	7820.55	52.70	32.3%	31	PULLS	—
1.50	down	7794.21	79.04	0.0%	8	Not enough data (n<30)	—

18:00 ET session mid

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7875.88	2.6348	94.0%	367	SCENERY	—
0.10	up	7878.52	5.2696	84.1%	207	SCENERY	—
0.15	up	7881.15	7.9045	68.8%	125	SCENERY	—
0.20	up	7883.79	10.54	70.2%	84	PULLS	moved since 2018
0.25	up	7886.42	13.17	68.3%	63	PULLS	—
0.30	up	7889.06	15.81	67.2%	61	SCENERY	moved since 2018
0.40	up	7894.33	21.08	52.8%	36	PULLS	—
0.50	up	7899.60	26.35	45.0%	20	SCENERY	—
0.75	up	7912.77	39.52	25.0%	8	Not enough data (n<30)	—
1.50	up	7952.29	79.04	—	0	Not enough data (n<30)	—
0.05	down	7870.62	2.6348	91.2%	409	SCENERY	—
0.10	down	7867.98	5.2696	75.9%	282	SCENERY	—
0.15	down	7865.35	7.9045	64.2%	204	SCENERY	—
0.20	down	7862.71	10.54	69.8%	126	PULLS	—
0.25	down	7860.08	13.17	53.3%	75	SCENERY	—
0.30	down	7857.44	15.81	62.2%	74	PULLS	—
0.40	down	7852.17	21.08	59.3%	54	PULLS	—
0.50	down	7846.90	26.35	45.5%	22	SCENERY	—
0.75	down	7833.73	39.52	40.0%	5	Not enough data (n<30)	—

The playbook

09:45 checkpoint

band	p (held)	n	era flag
ALL (pooled)	53.8%	2,145	—
up >0.20	73.5%	185	—
up 0.10-0.20	67.9%	333	—
up 0.05-0.10	62.1%	280	—
near 0 (<0.05 abs)	53.6%	618	moved since 2018
dn 0.05-0.10	47.3%	237	—
dn 0.10-0.20	36.7%	300	—
dn >0.20	33.9%	192	—

One end by 10:30

metric	p (held)	n
RTH high is final by 10:30	33.3%	2,222
RTH low is final by 10:30	40.7%	2,222
Both high and low final by 10:30	2.3%	2,222
Low comes before high (full day)	53.2%	2,222
Low comes before high (09:30-10:30 window)	51.2%	2,222

Stop-fading curve

checkpoints pooled 09:45..11:30 every 15min; range_so_far = larger of (up-extreme, down-extreme) reached so far since 09:30 open, in ATR; continuation = later RTH bar exceeds that same-direction extreme further

range so far (ATR bin)	p (held)	n	era flag
[0,0.25)	74.6%	7,819	moved since 2018
[0.25,0.5)	73.2%	7,168	moved since 2018
[0.5,0.75)	72.4%	1,934	—
[0.75,1.0)	73.4%	582	moved since 2018
[1.0,1.25)	76.7%	193	moved since 2018
[1.25,1.5)	73.2%	41	—
[1.5,2.0)	84.0%	25	—
>=2.0	35.7%	14	—

Low is in before the high

Share of days where the RTH low / high of the day has already been set, by clock checkpoint.

By 15:00 the low is already in 80% of days, the high 71%.

checkpoint	low in %	high in %	diff	n
09:45	24.0%	19.3%	+4.7	2,222
10:30	40.7%	33.3%	+7.5	2,222
12:00	57.7%	48.2%	+9.5	2,222
14:00	72.1%	62.1%	+9.9	2,222
15:00	80.0%	70.8%	+9.2	2,222

Don't fade a stretched day

At each checkpoint, chance the day's range still extends >=0.05 ATR further by the 16:00 close, by how far the range has already stretched.

range so far (ATR)	10:30	12:00	14:00
<0.80	65.0%	50.0%	34.1%
0.80-1.05	80.0% reading, not a rule (n=50)	65.6%	48.3%
1.05-1.25	73.3% reading, not a rule (n=15)	67.4% reading, not a rule (n=46)	39.5% reading, not a rule (n=76)
>=1.25	66.7% reading, not a rule (n=6)	64.9% reading, not a rule (n=37)	48.8% reading, not a rule (n=84)

Yesterday's close vs. prior day range

R1/R2 use the full session (18:00-17:00 ET) close and prior-day range, not RTH -- see the note on the JSON for how this differs from the named-levels section above.

R1: yesterday's close broke above the older high (bullish, target = yesterday's high) (n: 1,257)

touch %	touch first %	closes in bias dir %
79.6% (base 56.8%)	77.3% (base 51.3%)	56.5% (base 55.0%)

Most of this is distance: within 0.25 ATR of the level the unconditional touch rate is already ~82%.

R2: yesterday's close broke below the older low (bearish, target = yesterday's low) (n: 807)

touch %	touch first %	closes in bias dir %
68.4% (base 44.3%)	66.1% (base 36.9%)	43.3% (base 44.7%)

Most of this is distance: within 0.25 ATR of the level the unconditional touch rate is already ~79%.

Show 77%+ only

Covers 10 symbols: the 6 site futures plus 6A/6B/6E/6J.