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.

측정된 확률. 매매 신호 없음. 뜻은 →

Current price: 7645.25 · ATR14: 42.59 · 09:30 open: 7696.50

Every probability below is p_held (measured 2018-01-01 onward only), never the pooled/fit figure -- see parity/roadmap/NALEZY_PRO_WEB.md #1: 35.2% of touch-ladder cells differ significantly between the pre-2018 fit era and held era, so only the held (most-recent-regime) number ships. fit_held_differs_ci95 (where present) flags a cell that moved between eras -- 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
0.05	up	7698.63	2.1295	91.5%	2,222	NEAR BAND
0.05	down	7694.37	2.1295	89.1%	2,222	NEAR BAND
0.10	up	7700.76	4.2589	81.9%	2,222	LIKELY
0.10	down	7692.24	4.2589	78.6%	2,222	LIKELY
0.15	up	7702.89	6.3884	73.4%	2,222	LIKELY
0.15	down	7690.11	6.3884	70.6%	2,222	LIKELY
0.20	up	7705.02	8.5179	64.3%	2,222	COIN FLIP
0.20	down	7687.98	8.5179	62.5%	2,222	COIN FLIP
0.25	up	7707.15	10.65	57.0%	2,222	COIN FLIP
0.25	down	7685.85	10.65	55.9%	2,222	COIN FLIP
0.30	up	7709.28	12.78	50.8%	2,222	COIN FLIP
0.30	down	7683.72	12.78	49.5%	2,222	COIN FLIP
0.40	up	7713.54	17.04	39.0%	2,222	STRETCH
0.40	down	7679.46	17.04	38.4%	2,222	STRETCH
0.50	up	7717.79	21.29	28.5%	2,222	STRETCH
0.50	down	7675.21	21.29	30.5%	2,222	STRETCH
0.75	up	7728.44	31.94	11.7%	2,222	LONG SHOT
0.75	down	7664.56	31.94	17.4%	2,222	LONG SHOT
1.00	up	7739.09	42.59	4.6%	2,222	LONG SHOT
1.00	down	7653.91	42.59	9.5%	2,222	LONG SHOT
1.50	up	7760.38	63.88	0.8%	2,222	LONG SHOT
1.50	down	7632.62	63.88	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.

Midnight open (00:00 ET)

d (ATR)	dir	price	points	p (held)	n	band
0.05	up	7698.63	2.1295	95.7%	258	SCENERY
0.10	up	7700.76	4.2589	81.3%	134	SCENERY
0.15	up	7702.89	6.3884	73.1%	119	SCENERY
0.20	up	7705.02	8.5179	66.3%	89	SCENERY
0.25	up	7707.15	10.65	60.0%	70	SCENERY
0.30	up	7709.28	12.78	62.2%	90	PULLS
0.40	up	7713.54	17.04	42.3%	78	PULLS
0.50	up	7717.79	21.29	38.7%	93	PULLS
0.75	up	7728.44	31.94	26.3%	57	PULLS
1.00	up	7739.09	42.59	0.0%	17	SCENERY
1.50	up	7760.38	63.88	0.0%	9	NEZMERENO (n<MIN_N)
0.05	down	7694.37	2.1295	90.8%	239	SCENERY
0.10	down	7692.24	4.2589	77.9%	163	SCENERY
0.15	down	7690.11	6.3884	65.9%	173	SCENERY
0.20	down	7687.98	8.5179	56.2%	137	SCENERY
0.25	down	7685.85	10.65	56.2%	121	SCENERY
0.30	down	7683.72	12.78	55.2%	116	SCENERY
0.40	down	7679.46	17.04	39.3%	117	SCENERY
0.50	down	7675.21	21.29	41.7%	84	PULLS
0.75	down	7664.56	31.94	26.2%	42	SCENERY
1.00	down	7653.91	42.59	8.3%	12	NEZMERENO (n<MIN_N)
1.50	down	7632.62	63.88	0.0%	2	NEZMERENO (n<MIN_N)

Prior day high

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7698.63	2.1295	93.9%	164	SCENERY
0.10	up	7700.76	4.2589	82.3%	113	SCENERY
0.15	up	7702.89	6.3884	58.9%	90	REPELS
0.20	up	7705.02	8.5179	57.7%	97	REPELS
0.25	up	7707.15	10.65	56.5%	108	SCENERY
0.30	up	7709.28	12.78	49.3%	134	SCENERY
0.40	up	7713.54	17.04	43.2%	176	SCENERY	moved since 2018
0.50	up	7717.79	21.29	27.2%	235	SCENERY
0.75	up	7728.44	31.94	13.7%	190	SCENERY
1.00	up	7739.09	42.59	8.4%	178	SCENERY
1.50	up	7760.38	63.88	2.2%	92	SCENERY
0.05	down	7694.37	2.1295	92.7%	137	SCENERY
0.10	down	7692.24	4.2589	76.6%	77	SCENERY
0.15	down	7690.11	6.3884	65.4%	81	SCENERY
0.20	down	7687.98	8.5179	67.8%	59	SCENERY
0.25	down	7685.85	10.65	48.8%	41	SCENERY
0.30	down	7683.72	12.78	51.8%	56	SCENERY
0.40	down	7679.46	17.04	41.7%	60	SCENERY
0.50	down	7675.21	21.29	34.2%	38	SCENERY	moved since 2018
0.75	down	7664.56	31.94	20.0%	20	SCENERY
1.00	down	7653.91	42.59	12.5%	8	NEZMERENO (n<MIN_N)
1.50	down	7632.62	63.88	14.3%	7	NEZMERENO (n<MIN_N)

Prior day low

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7698.63	2.1295	92.9%	70	SCENERY
0.10	up	7700.76	4.2589	87.2%	39	SCENERY
0.15	up	7702.89	6.3884	88.1%	42	PULLS
0.20	up	7705.02	8.5179	58.1%	31	SCENERY
0.25	up	7707.15	10.65	60.9%	23	SCENERY
0.30	up	7709.28	12.78	55.2%	29	SCENERY
0.40	up	7713.54	17.04	47.5%	40	SCENERY
0.50	up	7717.79	21.29	60.0%	25	PULLS
0.75	up	7728.44	31.94	33.3%	33	PULLS
1.00	up	7739.09	42.59	7.1%	14	NEZMERENO (n<MIN_N)
1.50	up	7760.38	63.88	20.0%	10	NEZMERENO (n<MIN_N)
0.05	down	7694.37	2.1295	93.1%	101	SCENERY
0.10	down	7692.24	4.2589	78.6%	70	SCENERY
0.15	down	7690.11	6.3884	77.6%	76	SCENERY
0.20	down	7687.98	8.5179	67.1%	76	SCENERY
0.25	down	7685.85	10.65	53.1%	98	SCENERY
0.30	down	7683.72	12.78	41.6%	149	REPELS
0.40	down	7679.46	17.04	35.2%	162	REPELS
0.50	down	7675.21	21.29	25.4%	354	REPELS
0.75	down	7664.56	31.94	17.1%	357	SCENERY
1.00	down	7653.91	42.59	9.4%	266	SCENERY
1.50	down	7632.62	63.88	9.4%	117	SCENERY	moved since 2018

Prior day mid

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7698.63	2.1295	95.2%	147	PULLS	moved since 2018
0.10	up	7700.76	4.2589	79.0%	81	SCENERY
0.15	up	7702.89	6.3884	75.8%	91	SCENERY
0.20	up	7705.02	8.5179	69.2%	65	SCENERY
0.25	up	7707.15	10.65	66.1%	65	SCENERY
0.30	up	7709.28	12.78	68.0%	78	PULLS
0.40	up	7713.54	17.04	39.5%	86	SCENERY
0.50	up	7717.79	21.29	29.9%	107	SCENERY
0.75	up	7728.44	31.94	23.7%	97	PULLS
1.00	up	7739.09	42.59	13.8%	58	PULLS
1.50	up	7760.38	63.88	0.0%	22	SCENERY
0.05	down	7694.37	2.1295	91.3%	138	SCENERY	moved since 2018
0.10	down	7692.24	4.2589	81.0%	116	SCENERY
0.15	down	7690.11	6.3884	65.3%	95	SCENERY
0.20	down	7687.98	8.5179	54.9%	111	SCENERY
0.25	down	7685.85	10.65	58.2%	122	SCENERY
0.30	down	7683.72	12.78	49.6%	127	SCENERY
0.40	down	7679.46	17.04	44.4%	151	SCENERY
0.50	down	7675.21	21.29	24.2%	198	SCENERY
0.75	down	7664.56	31.94	15.3%	163	SCENERY
1.00	down	7653.91	42.59	22.2%	63	SCENERY	moved since 2018
1.50	down	7632.62	63.88	8.3%	12	NEZMERENO (n<MIN_N)

Prior settlement / close

d (ATR)	dir	price	points	p (held)	n	band
0.05	up	7698.63	2.1295	94.2%	188	SCENERY
0.10	up	7700.76	4.2589	84.6%	104	SCENERY
0.15	up	7702.89	6.3884	80.0%	105	SCENERY
0.20	up	7705.02	8.5179	70.9%	86	SCENERY
0.25	up	7707.15	10.65	53.0%	66	SCENERY
0.30	up	7709.28	12.78	62.2%	82	PULLS
0.40	up	7713.54	17.04	39.8%	83	SCENERY
0.50	up	7717.79	21.29	38.0%	92	PULLS
0.75	up	7728.44	31.94	27.8%	72	PULLS
1.00	up	7739.09	42.59	18.0%	39	PULLS
1.50	up	7760.38	63.88	6.7%	15	NEZMERENO (n<MIN_N)
0.05	down	7694.37	2.1295	94.8%	173	SCENERY
0.10	down	7692.24	4.2589	81.5%	124	SCENERY
0.15	down	7690.11	6.3884	76.4%	110	SCENERY
0.20	down	7687.98	8.5179	56.2%	130	SCENERY
0.25	down	7685.85	10.65	60.2%	108	SCENERY
0.30	down	7683.72	12.78	44.3%	140	SCENERY
0.40	down	7679.46	17.04	41.9%	136	PULLS
0.50	down	7675.21	21.29	27.8%	162	SCENERY
0.75	down	7664.56	31.94	17.8%	73	SCENERY
1.00	down	7653.91	42.59	32.3%	31	PULLS
1.50	down	7632.62	63.88	0.0%	8	NEZMERENO (n<MIN_N)

18:00 ET session mid

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7698.63	2.1295	94.0%	367	SCENERY
0.10	up	7700.76	4.2589	84.1%	207	SCENERY
0.15	up	7702.89	6.3884	68.8%	125	SCENERY
0.20	up	7705.02	8.5179	70.2%	84	PULLS	moved since 2018
0.25	up	7707.15	10.65	68.3%	63	PULLS
0.30	up	7709.28	12.78	67.2%	61	SCENERY	moved since 2018
0.40	up	7713.54	17.04	52.8%	36	PULLS
0.50	up	7717.79	21.29	45.0%	20	SCENERY
0.75	up	7728.44	31.94	25.0%	8	NEZMERENO (n<MIN_N)
1.50	up	7760.38	63.88	—	0	NEZMERENO (n<MIN_N)
0.05	down	7694.37	2.1295	91.2%	409	SCENERY
0.10	down	7692.24	4.2589	75.9%	282	SCENERY
0.15	down	7690.11	6.3884	64.2%	204	SCENERY
0.20	down	7687.98	8.5179	69.8%	126	PULLS
0.25	down	7685.85	10.65	53.3%	75	SCENERY
0.30	down	7683.72	12.78	62.2%	74	PULLS
0.40	down	7679.46	17.04	59.3%	54	PULLS
0.50	down	7675.21	21.29	45.5%	22	SCENERY
0.75	down	7664.56	31.94	40.0%	5	NEZMERENO (n<MIN_N)

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

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