Zen Trading Tech

These are useful stats for day traders (Both scalp and swing traders.)

I built a database of charts for the past 5+ years of ES RTH 5 minute data as part of a broader research project.

But I have found they work on the other index futures instruments I trade.

Legend:

• BL NOL (Bull No Overlap) = Bull day, todays LOW is ABOVE yesterday’s HIGH
• BR NOL (Bear No Overlap) = Bear day, today’s HIGH is BELOW yesterday’s LOW
• BTC / STC = Buy the close / Sell the close 1R
• MM Up/Down = Measured Move of YD range
• YDH/YDL = Yesterday’s High/Low

---

Overall Day Distribution

---

Gap Up – Open Above YD High

---

All Gap Up

---

Open in YD Range

---

All Gap Down

---

Gap Down – Open Below YD Low

---

Consecutive 60m Bull Bars on Open

---

Gap Up + Consecutive 60m Bull Bars on Open

---

Consecutive 60m Bear Bars on Open

---

Gap Down + Consecutive 60m Bear Bars on Open