RTY roadmap

Held era only (2,227 sessions, 2017-07-09 .. 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: 2735.50 · ATR14: 35.44 · 09:30 open: 2785.90

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	2787.67	1.7721	89.5%	2,221	NEAR BAND	—
0.05	down	2784.13	1.7721	91.4%	2,221	NEAR BAND	—
0.10	up	2789.44	3.5443	81.6%	2,221	LIKELY	—
0.10	down	2782.36	3.5443	82.7%	2,221	LIKELY	—
0.15	up	2791.22	5.3164	73.1%	2,221	LIKELY	—
0.15	down	2780.58	5.3164	75.2%	2,221	LIKELY	—
0.20	up	2792.99	7.0886	64.8%	2,221	COIN FLIP	—
0.20	down	2778.81	7.0886	68.3%	2,221	COIN FLIP	—
0.25	up	2794.76	8.8607	58.5%	2,221	COIN FLIP	—
0.25	down	2777.04	8.8607	61.4%	2,221	COIN FLIP	—
0.30	up	2796.53	10.63	52.2%	2,221	COIN FLIP	—
0.30	down	2775.27	10.63	54.9%	2,221	COIN FLIP	—
0.40	up	2800.08	14.18	40.0%	2,221	STRETCH	—
0.40	down	2771.72	14.18	44.4%	2,221	STRETCH	—
0.50	up	2803.62	17.72	29.6%	2,221	STRETCH	—
0.50	down	2768.18	17.72	35.4%	2,221	STRETCH	—
0.75	up	2812.48	26.58	12.6%	2,221	LONG SHOT	—
0.75	down	2759.32	26.58	18.4%	2,221	LONG SHOT	—
1.00	up	2821.34	35.44	5.1%	2,221	LONG SHOT	—
1.00	down	2750.46	35.44	8.3%	2,221	LONG SHOT	—
1.50	up	2839.06	53.16	1.1%	2,221	LONG SHOT	—
1.50	down	2732.74	53.16	2.2%	2,221	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	—	—	91.2%	2,225	NEAR BAND	—
0.05	down	—	—	92.5%	2,225	NEAR BAND	—
0.10	up	—	—	81.9%	2,225	LIKELY	—
0.10	down	—	—	84.3%	2,225	LIKELY	—
0.15	up	—	—	73.4%	2,225	LIKELY	—
0.15	down	—	—	76.4%	2,225	LIKELY	—
0.20	up	—	—	66.5%	2,225	COIN FLIP	—
0.20	down	—	—	69.3%	2,225	COIN FLIP	—
0.25	up	—	—	58.9%	2,225	COIN FLIP	moved since 2018
0.25	down	—	—	62.7%	2,225	COIN FLIP	—
0.30	up	—	—	52.2%	2,225	COIN FLIP	—
0.30	down	—	—	56.6%	2,225	COIN FLIP	—
0.40	up	—	—	40.2%	2,225	STRETCH	—
0.40	down	—	—	45.4%	2,225	COIN FLIP	—
0.50	up	—	—	30.3%	2,225	STRETCH	—
0.50	down	—	—	35.2%	2,225	STRETCH	moved since 2018
0.75	up	—	—	13.1%	2,225	LONG SHOT	—
0.75	down	—	—	18.9%	2,225	LONG SHOT	—
1.00	up	—	—	5.7%	2,225	LONG SHOT	—
1.00	down	—	—	9.0%	2,225	LONG SHOT	—
1.50	up	—	—	1.2%	2,225	LONG SHOT	—
1.50	down	—	—	2.2%	2,225	LONG SHOT	—

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	0.24	0.27	0.35	0.47	0.64	0.87	1.05	1.72
0930	2,227	0.26	0.30	0.38	0.50	0.68	0.92	1.12	1.82
1030	2,227	0.36	0.42	0.53	0.69	0.90	1.17	1.38	2.03

Fade caution

range so far	p (held)	n	era flag
<0.5	53.7%	1,038	—
0.5-0.85	49.9%	822	—
0.85-1.05	53.2%	156	—
1.05-1.25	50.0%	48	—
>1.25	54.3%	81	—

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	2787.67	1.7721	92.4%	262	SCENERY	—
0.10	up	2789.44	3.5443	81.1%	148	SCENERY	—
0.15	up	2791.22	5.3164	70.1%	127	SCENERY	—
0.20	up	2792.99	7.0886	61.0%	105	SCENERY	—
0.25	up	2794.76	8.8607	51.3%	76	SCENERY	—
0.30	up	2796.53	10.63	51.0%	100	SCENERY	—
0.40	up	2800.08	14.18	36.8%	76	SCENERY	—
0.50	up	2803.62	17.72	35.4%	82	SCENERY	—
0.75	up	2812.48	26.58	42.5%	40	PULLS	—
1.00	up	2821.34	35.44	18.8%	16	Not enough data (n<30)	—
1.50	up	2839.06	53.16	0.0%	4	Not enough data (n<30)	—
0.05	down	2784.13	1.7721	92.9%	252	SCENERY	—
0.10	down	2782.36	3.5443	80.1%	171	SCENERY	—
0.15	down	2780.58	5.3164	74.0%	154	SCENERY	—
0.20	down	2778.81	7.0886	69.2%	130	SCENERY	—
0.25	down	2777.04	8.8607	67.2%	122	SCENERY	—
0.30	down	2775.27	10.63	53.6%	138	SCENERY	—
0.40	down	2771.72	14.18	51.1%	88	SCENERY	—
0.50	down	2768.18	17.72	35.4%	82	SCENERY	—
0.75	down	2759.32	26.58	26.9%	26	Not enough data (n<30)	—
1.00	down	2750.46	35.44	0.0%	10	Not enough data (n<30)	—
1.50	down	2732.74	53.16	0.0%	8	Not enough data (n<30)	—

Prior day high

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	2787.67	1.7721	90.6%	138	SCENERY	—
0.10	up	2789.44	3.5443	77.7%	103	SCENERY	—
0.15	up	2791.22	5.3164	67.5%	114	SCENERY	—
0.20	up	2792.99	7.0886	62.1%	95	SCENERY	—
0.25	up	2794.76	8.8607	54.2%	96	SCENERY	—
0.30	up	2796.53	10.63	44.9%	156	SCENERY	—
0.40	up	2800.08	14.18	39.4%	175	SCENERY	—
0.50	up	2803.62	17.72	27.1%	273	SCENERY	—
0.75	up	2812.48	26.58	17.6%	261	SCENERY	—
1.00	up	2821.34	35.44	7.6%	183	SCENERY	—
1.50	up	2839.06	53.16	3.6%	83	SCENERY	—
0.05	down	2784.13	1.7721	92.8%	138	SCENERY	—
0.10	down	2782.36	3.5443	71.0%	69	REPELS	—
0.15	down	2780.58	5.3164	78.3%	46	SCENERY	—
0.20	down	2778.81	7.0886	71.7%	60	SCENERY	—
0.25	down	2777.04	8.8607	61.5%	39	SCENERY	—
0.30	down	2775.27	10.63	45.0%	40	SCENERY	—
0.40	down	2771.72	14.18	37.3%	51	SCENERY	—
0.50	down	2768.18	17.72	37.0%	27	Not enough data (n<30)	—
0.75	down	2759.32	26.58	16.7%	12	Not enough data (n<30)	—
1.00	down	2750.46	35.44	0.0%	5	Not enough data (n<30)	—
1.50	down	2732.74	53.16	20.0%	5	Not enough data (n<30)	—

Prior day low

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	2787.67	1.7721	97.9%	96	PULLS	—
0.10	up	2789.44	3.5443	82.5%	40	SCENERY	—
0.15	up	2791.22	5.3164	81.8%	33	SCENERY	—
0.20	up	2792.99	7.0886	63.6%	22	Not enough data (n<30)	—
0.25	up	2794.76	8.8607	56.7%	30	SCENERY	—
0.30	up	2796.53	10.63	50.0%	38	SCENERY	—
0.40	up	2800.08	14.18	85.7%	28	Not enough data (n<30)	—
0.50	up	2803.62	17.72	40.7%	27	Not enough data (n<30)	—
0.75	up	2812.48	26.58	27.8%	18	Not enough data (n<30)	—
1.00	up	2821.34	35.44	30.8%	13	Not enough data (n<30)	—
1.50	up	2839.06	53.16	0.0%	3	Not enough data (n<30)	—
0.05	down	2784.13	1.7721	95.6%	113	SCENERY	—
0.10	down	2782.36	3.5443	79.4%	63	SCENERY	—
0.15	down	2780.58	5.3164	77.5%	89	SCENERY	—
0.20	down	2778.81	7.0886	66.3%	83	SCENERY	—
0.25	down	2777.04	8.8607	48.8%	84	REPELS	—
0.30	down	2775.27	10.63	55.8%	154	SCENERY	—
0.40	down	2771.72	14.18	47.6%	191	SCENERY	—
0.50	down	2768.18	17.72	32.4%	355	SCENERY	—
0.75	down	2759.32	26.58	14.7%	340	SCENERY	—
1.00	down	2750.46	35.44	12.8%	281	SCENERY	—
1.50	down	2732.74	53.16	3.4%	89	SCENERY	—

Prior day mid

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	2787.67	1.7721	90.1%	151	SCENERY	—
0.10	up	2789.44	3.5443	82.8%	87	SCENERY	—
0.15	up	2791.22	5.3164	69.4%	98	SCENERY	—
0.20	up	2792.99	7.0886	70.4%	71	SCENERY	—
0.25	up	2794.76	8.8607	65.8%	79	SCENERY	—
0.30	up	2796.53	10.63	58.4%	101	SCENERY	—
0.40	up	2800.08	14.18	37.0%	92	SCENERY	—
0.50	up	2803.62	17.72	36.6%	123	SCENERY	—
0.75	up	2812.48	26.58	21.2%	104	PULLS	—
1.00	up	2821.34	35.44	12.8%	47	SCENERY	—
1.50	up	2839.06	53.16	6.3%	16	Not enough data (n<30)	—
0.05	down	2784.13	1.7721	97.3%	150	PULLS	—
0.10	down	2782.36	3.5443	84.3%	108	SCENERY	—
0.15	down	2780.58	5.3164	74.1%	108	SCENERY	—
0.20	down	2778.81	7.0886	72.0%	107	SCENERY	—
0.25	down	2777.04	8.8607	57.0%	107	SCENERY	—
0.30	down	2775.27	10.63	56.8%	132	SCENERY	—
0.40	down	2771.72	14.18	40.3%	139	SCENERY	—
0.50	down	2768.18	17.72	33.0%	185	SCENERY	—
0.75	down	2759.32	26.58	20.5%	151	SCENERY	—
1.00	down	2750.46	35.44	10.5%	38	SCENERY	—
1.50	down	2732.74	53.16	0.0%	6	Not enough data (n<30)	—

Prior settlement / close

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	2787.67	1.7721	88.2%	187	SCENERY	—
0.10	up	2789.44	3.5443	85.0%	127	SCENERY	—
0.15	up	2791.22	5.3164	73.2%	97	SCENERY	—
0.20	up	2792.99	7.0886	60.0%	95	SCENERY	—
0.25	up	2794.76	8.8607	65.3%	75	SCENERY	—
0.30	up	2796.53	10.63	48.8%	86	SCENERY	—
0.40	up	2800.08	14.18	51.6%	95	PULLS	—
0.50	up	2803.62	17.72	37.1%	89	SCENERY	—
0.75	up	2812.48	26.58	27.3%	55	PULLS	—
1.00	up	2821.34	35.44	28.0%	25	Not enough data (n<30)	—
1.50	up	2839.06	53.16	0.0%	9	Not enough data (n<30)	—
0.05	down	2784.13	1.7721	94.7%	209	SCENERY	—
0.10	down	2782.36	3.5443	82.5%	126	SCENERY	—
0.15	down	2780.58	5.3164	69.9%	143	SCENERY	—
0.20	down	2778.81	7.0886	64.9%	111	SCENERY	—
0.25	down	2777.04	8.8607	62.4%	117	SCENERY	—
0.30	down	2775.27	10.63	55.0%	140	SCENERY	—
0.40	down	2771.72	14.18	45.2%	124	SCENERY	—
0.50	down	2768.18	17.72	28.4%	141	SCENERY	—
0.75	down	2759.32	26.58	21.8%	55	SCENERY	—
1.00	down	2750.46	35.44	33.3%	18	Not enough data (n<30)	—
1.50	down	2732.74	53.16	0.0%	7	Not enough data (n<30)	—

18:00 ET session mid

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	2787.67	1.7721	92.4%	407	SCENERY	—
0.10	up	2789.44	3.5443	80.7%	243	SCENERY	—
0.15	up	2791.22	5.3164	71.9%	146	SCENERY	—
0.20	up	2792.99	7.0886	69.1%	84	SCENERY	—
0.25	up	2794.76	8.8607	70.6%	51	PULLS	—
0.30	up	2796.53	10.63	67.4%	46	PULLS	—
0.40	up	2800.08	14.18	54.6%	22	Not enough data (n<30)	—
0.50	up	2803.62	17.72	50.0%	14	Not enough data (n<30)	—
0.75	up	2812.48	26.58	33.3%	3	Not enough data (n<30)	—
0.05	down	2784.13	1.7721	92.5%	440	SCENERY	—
0.10	down	2782.36	3.5443	77.9%	298	SCENERY	—
0.15	down	2780.58	5.3164	73.7%	186	SCENERY	—
0.20	down	2778.81	7.0886	74.2%	120	SCENERY	—
0.25	down	2777.04	8.8607	61.9%	63	SCENERY	—
0.30	down	2775.27	10.63	65.4%	52	SCENERY	—
0.40	down	2771.72	14.18	55.6%	27	Not enough data (n<30)	—
0.50	down	2768.18	17.72	38.5%	13	Not enough data (n<30)	—
0.75	down	2759.32	26.58	80.0%	5	Not enough data (n<30)	—
1.00	down	2750.46	35.44	0.0%	1	Not enough data (n<30)	—

The playbook

09:45 checkpoint

band	p (held)	n	era flag
ALL (pooled)	50.5%	2,144	—
up >0.20	75.2%	306	—
up 0.10-0.20	64.8%	315	—
up 0.05-0.10	57.3%	206	—
near 0 (<0.05 abs)	51.0%	433	—
dn 0.05-0.10	46.0%	202	—
dn 0.10-0.20	37.7%	350	—
dn >0.20	25.3%	332	—

One end by 10:30

metric	p (held)	n
RTH high is final by 10:30	44.1%	2,222
RTH low is final by 10:30	45.0%	2,222
Both high and low final by 10:30	5.9%	2,222
Low comes before high (full day)	50.0%	2,222
Low comes before high (09:30-10:30 window)	47.9%	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)	69.8%	4,764	—
[0.25,0.5)	67.0%	8,593	—
[0.5,0.75)	66.5%	3,207	—
[0.75,1.0)	64.1%	875	—
[1.0,1.25)	68.9%	238	—
[1.25,1.5)	76.5%	51	—
[1.5,2.0)	88.5%	26	—
>=2.0	7.1%	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 83% of days, the high 79%.

checkpoint	low in %	high in %	diff	n
09:45	27.1%	28.3%	-1.3	2,222
10:30	45.0%	44.1%	+0.9	2,222
12:00	62.0%	58.3%	+3.6	2,222
14:00	75.8%	71.5%	+4.4	2,222
15:00	82.8%	78.9%	+3.9	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	60.1%	42.1%	26.3%
0.80-1.05	62.7% reading, not a rule (n=75)	44.9%	34.2%
1.05-1.25	66.7% reading, not a rule (n=18)	62.5% reading, not a rule (n=56)	41.1% reading, not a rule (n=90)
>=1.25	62.5% reading, not a rule (n=8)	64.1% reading, not a rule (n=39)	48.2% reading, not a rule (n=81)

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.

2 row(s) below 77% confidence hidden by default. Show all (incl. under 77%)

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