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: 7731.00 · ATR14: 61.84 · 09:30 open: 7719.50

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	7722.59	3.0920	91.5%	2,222	NEAR BAND	—
0.05	down	7716.41	3.0920	89.1%	2,222	NEAR BAND	—
0.10	up	7725.68	6.1839	81.9%	2,222	LIKELY	—
0.10	down	7713.32	6.1839	78.6%	2,222	LIKELY	—
0.15	up	7728.78	9.2759	73.4%	2,222	LIKELY	—
0.15	down	7710.22	9.2759	70.6%	2,222	LIKELY	—
0.20	up	7731.87	12.37	64.3%	2,222	COIN FLIP	—
0.20	down	7707.13	12.37	62.5%	2,222	COIN FLIP	—
0.25	up	7734.96	15.46	57.0%	2,222	COIN FLIP	—
0.25	down	7704.04	15.46	55.9%	2,222	COIN FLIP	—
0.30	up	7738.05	18.55	50.8%	2,222	COIN FLIP	—
0.30	down	7700.95	18.55	49.5%	2,222	COIN FLIP	—
0.40	up	7744.24	24.74	39.0%	2,222	STRETCH	—
0.40	down	7694.76	24.74	38.4%	2,222	STRETCH	—
0.50	up	7750.42	30.92	28.5%	2,222	STRETCH	—
0.50	down	7688.58	30.92	30.5%	2,222	STRETCH	—
0.75	up	7765.88	46.38	11.7%	2,222	LONG SHOT	—
0.75	down	7673.12	46.38	17.4%	2,222	LONG SHOT	—
1.00	up	7781.34	61.84	4.6%	2,222	LONG SHOT	—
1.00	down	7657.66	61.84	9.5%	2,222	LONG SHOT	—
1.50	up	7812.26	92.76	0.8%	2,222	LONG SHOT	—
1.50	down	7626.74	92.76	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	7722.59	3.0920	95.7%	258	SCENERY	—
0.10	up	7725.68	6.1839	81.3%	134	SCENERY	—
0.15	up	7728.78	9.2759	73.1%	119	SCENERY	—
0.20	up	7731.87	12.37	66.3%	89	SCENERY	—
0.25	up	7734.96	15.46	60.0%	70	SCENERY	—
0.30	up	7738.05	18.55	62.2%	90	PULLS	—
0.40	up	7744.24	24.74	42.3%	78	PULLS	—
0.50	up	7750.42	30.92	38.7%	93	PULLS	—
0.75	up	7765.88	46.38	26.3%	57	PULLS	—
1.00	up	7781.34	61.84	0.0%	17	SCENERY	—
1.50	up	7812.26	92.76	0.0%	9	Not enough data (n<30)	—
0.05	down	7716.41	3.0920	90.8%	239	SCENERY	—
0.10	down	7713.32	6.1839	77.9%	163	SCENERY	—
0.15	down	7710.22	9.2759	65.9%	173	SCENERY	—
0.20	down	7707.13	12.37	56.2%	137	SCENERY	—
0.25	down	7704.04	15.46	56.2%	121	SCENERY	—
0.30	down	7700.95	18.55	55.2%	116	SCENERY	—
0.40	down	7694.76	24.74	39.3%	117	SCENERY	—
0.50	down	7688.58	30.92	41.7%	84	PULLS	—
0.75	down	7673.12	46.38	26.2%	42	SCENERY	—
1.00	down	7657.66	61.84	8.3%	12	Not enough data (n<30)	—
1.50	down	7626.74	92.76	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	7722.59	3.0920	93.9%	164	SCENERY	—
0.10	up	7725.68	6.1839	82.3%	113	SCENERY	—
0.15	up	7728.78	9.2759	58.9%	90	REPELS	—
0.20	up	7731.87	12.37	57.7%	97	REPELS	—
0.25	up	7734.96	15.46	56.5%	108	SCENERY	—
0.30	up	7738.05	18.55	49.3%	134	SCENERY	—
0.40	up	7744.24	24.74	43.2%	176	SCENERY	moved since 2018
0.50	up	7750.42	30.92	27.2%	235	SCENERY	—
0.75	up	7765.88	46.38	13.7%	190	SCENERY	—
1.00	up	7781.34	61.84	8.4%	178	SCENERY	—
1.50	up	7812.26	92.76	2.2%	92	SCENERY	—
0.05	down	7716.41	3.0920	92.7%	137	SCENERY	—
0.10	down	7713.32	6.1839	76.6%	77	SCENERY	—
0.15	down	7710.22	9.2759	65.4%	81	SCENERY	—
0.20	down	7707.13	12.37	67.8%	59	SCENERY	—
0.25	down	7704.04	15.46	48.8%	41	SCENERY	—
0.30	down	7700.95	18.55	51.8%	56	SCENERY	—
0.40	down	7694.76	24.74	41.7%	60	SCENERY	—
0.50	down	7688.58	30.92	34.2%	38	SCENERY	moved since 2018
0.75	down	7673.12	46.38	20.0%	20	SCENERY	—
1.00	down	7657.66	61.84	12.5%	8	Not enough data (n<30)	—
1.50	down	7626.74	92.76	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	7722.59	3.0920	92.9%	70	SCENERY	—
0.10	up	7725.68	6.1839	87.2%	39	SCENERY	—
0.15	up	7728.78	9.2759	88.1%	42	PULLS	—
0.20	up	7731.87	12.37	58.1%	31	SCENERY	—
0.25	up	7734.96	15.46	60.9%	23	SCENERY	—
0.30	up	7738.05	18.55	55.2%	29	SCENERY	—
0.40	up	7744.24	24.74	47.5%	40	SCENERY	—
0.50	up	7750.42	30.92	60.0%	25	PULLS	—
0.75	up	7765.88	46.38	33.3%	33	PULLS	—
1.00	up	7781.34	61.84	7.1%	14	Not enough data (n<30)	—
1.50	up	7812.26	92.76	20.0%	10	Not enough data (n<30)	—
0.05	down	7716.41	3.0920	93.1%	101	SCENERY	—
0.10	down	7713.32	6.1839	78.6%	70	SCENERY	—
0.15	down	7710.22	9.2759	77.6%	76	SCENERY	—
0.20	down	7707.13	12.37	67.1%	76	SCENERY	—
0.25	down	7704.04	15.46	53.1%	98	SCENERY	—
0.30	down	7700.95	18.55	41.6%	149	REPELS	—
0.40	down	7694.76	24.74	35.2%	162	REPELS	—
0.50	down	7688.58	30.92	25.4%	354	REPELS	—
0.75	down	7673.12	46.38	17.1%	357	SCENERY	—
1.00	down	7657.66	61.84	9.4%	266	SCENERY	—
1.50	down	7626.74	92.76	9.4%	117	SCENERY	moved since 2018

Prior day mid

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	7722.59	3.0920	95.2%	147	PULLS	moved since 2018
0.10	up	7725.68	6.1839	79.0%	81	SCENERY	—
0.15	up	7728.78	9.2759	75.8%	91	SCENERY	—
0.20	up	7731.87	12.37	69.2%	65	SCENERY	—
0.25	up	7734.96	15.46	66.1%	65	SCENERY	—
0.30	up	7738.05	18.55	68.0%	78	PULLS	—
0.40	up	7744.24	24.74	39.5%	86	SCENERY	—
0.50	up	7750.42	30.92	29.9%	107	SCENERY	—
0.75	up	7765.88	46.38	23.7%	97	PULLS	—
1.00	up	7781.34	61.84	13.8%	58	PULLS	—
1.50	up	7812.26	92.76	0.0%	22	SCENERY	—
0.05	down	7716.41	3.0920	91.3%	138	SCENERY	moved since 2018
0.10	down	7713.32	6.1839	81.0%	116	SCENERY	—
0.15	down	7710.22	9.2759	65.3%	95	SCENERY	—
0.20	down	7707.13	12.37	54.9%	111	SCENERY	—
0.25	down	7704.04	15.46	58.2%	122	SCENERY	—
0.30	down	7700.95	18.55	49.6%	127	SCENERY	—
0.40	down	7694.76	24.74	44.4%	151	SCENERY	—
0.50	down	7688.58	30.92	24.2%	198	SCENERY	—
0.75	down	7673.12	46.38	15.3%	163	SCENERY	—
1.00	down	7657.66	61.84	22.2%	63	SCENERY	moved since 2018
1.50	down	7626.74	92.76	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	7722.59	3.0920	94.2%	188	SCENERY	—
0.10	up	7725.68	6.1839	84.6%	104	SCENERY	—
0.15	up	7728.78	9.2759	80.0%	105	SCENERY	—
0.20	up	7731.87	12.37	70.9%	86	SCENERY	—
0.25	up	7734.96	15.46	53.0%	66	SCENERY	—
0.30	up	7738.05	18.55	62.2%	82	PULLS	—
0.40	up	7744.24	24.74	39.8%	83	SCENERY	—
0.50	up	7750.42	30.92	38.0%	92	PULLS	—
0.75	up	7765.88	46.38	27.8%	72	PULLS	—
1.00	up	7781.34	61.84	18.0%	39	PULLS	—
1.50	up	7812.26	92.76	6.7%	15	Not enough data (n<30)	—
0.05	down	7716.41	3.0920	94.8%	173	SCENERY	—
0.10	down	7713.32	6.1839	81.5%	124	SCENERY	—
0.15	down	7710.22	9.2759	76.4%	110	SCENERY	—
0.20	down	7707.13	12.37	56.2%	130	SCENERY	—
0.25	down	7704.04	15.46	60.2%	108	SCENERY	—
0.30	down	7700.95	18.55	44.3%	140	SCENERY	—
0.40	down	7694.76	24.74	41.9%	136	PULLS	—
0.50	down	7688.58	30.92	27.8%	162	SCENERY	—
0.75	down	7673.12	46.38	17.8%	73	SCENERY	—
1.00	down	7657.66	61.84	32.3%	31	PULLS	—
1.50	down	7626.74	92.76	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	7722.59	3.0920	94.0%	367	SCENERY	—
0.10	up	7725.68	6.1839	84.1%	207	SCENERY	—
0.15	up	7728.78	9.2759	68.8%	125	SCENERY	—
0.20	up	7731.87	12.37	70.2%	84	PULLS	moved since 2018
0.25	up	7734.96	15.46	68.3%	63	PULLS	—
0.30	up	7738.05	18.55	67.2%	61	SCENERY	moved since 2018
0.40	up	7744.24	24.74	52.8%	36	PULLS	—
0.50	up	7750.42	30.92	45.0%	20	SCENERY	—
0.75	up	7765.88	46.38	25.0%	8	Not enough data (n<30)	—
1.50	up	7812.26	92.76	—	0	Not enough data (n<30)	—
0.05	down	7716.41	3.0920	91.2%	409	SCENERY	—
0.10	down	7713.32	6.1839	75.9%	282	SCENERY	—
0.15	down	7710.22	9.2759	64.2%	204	SCENERY	—
0.20	down	7707.13	12.37	69.8%	126	PULLS	—
0.25	down	7704.04	15.46	53.3%	75	SCENERY	—
0.30	down	7700.95	18.55	62.2%	74	PULLS	—
0.40	down	7694.76	24.74	59.3%	54	PULLS	—
0.50	down	7688.58	30.92	45.5%	22	SCENERY	—
0.75	down	7673.12	46.38	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.