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instrument report · Index futures

E-mini Russell 2000 RTY

Historical statistics for E-mini Russell 2000 over 18,706 observations, from 2017-07-10 to 2026-10-23. Every table shows its sample size (n) next to the percentage.

What sets this instrument apart

  • In RTY an upside gap fills between 58.1% of the time on a Monday (n = 265) and 66.0% on a Friday (n = 253). That difference is indistinguishable from chance (two-proportion test, Holm-corrected over the 10 pairs of days): the day of the week is not the variable that matters here.
  • The average range goes from 39.05 points on Monday (n = 478) to 40.92 on Wednesday (n = 481). That 5% difference is indistinguishable from chance (comparison of means of the range relative to its recent average, Holm-corrected over the 10 pairs of days): by size, the day of the week cannot be told apart.
  • The day's high is made in the New York session 29.3% of the time, across 2,397 sessions.
Opening gap fill, by day · E-mini Russell 2000 (RTY)

Tables

Historical frequencies, not forecasts: each row's sample size sits on the right.

Opening gap fill, by day

RTY

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DayGap upGap downSessions
Monday58.1%61.7%453
Tuesday62.7%59.6%480
Wednesday65.3%62.7%477
Thursday63.5%62.3%480
Friday66.0%63.2%457

n = 2,347 · 2017-07-10 to 2026-10-23 · historical futures data

Gap measured from the prior regular-session close to today's open. Fill = price trades back to that close within the same regular session.

After an inside day, does it break the prior range?

RTY

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DayBreaksStays insideSessions
Monday86.2%13.8%398
Tuesday87.5%12.5%473
Wednesday87.9%12.1%472
Thursday88.5%11.5%477
Friday87.1%12.9%449

n = 2,269 · 2017-07-10 to 2026-10-23 · historical futures data

Inside day = its high and low fit within the prior day's range. Breaking out is the norm; what informs is how far this instrument sits from that norm.

How close the day's range is to its average

RTY

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Kind of dayFrequencyDays
Compressed (under 70% of the average range)23.8%569
Normal (70-130%)56.4%1,347
Expanded (over 130%)19.8%472

n = 2,388 · 2017-07-28 to 2026-10-23 · historical futures data

Compares each session's range with the instrument's own recent average range.

Monthly snapshot of October 24, 2026.

In the platform

These tables, with every row and refreshed every night, are inside Perfiltrade.

  • Gap fill by gap sizen = 2,347
  • Where the day's high and low are maden = 2,397
  • Average true range by day of the weekn = 2,401
  • Gap fill between calendar daysn = 2,175
  • Sessions with a range above the average of the prior 20n = 2,382
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How to cite this data

The tables on this page are our own work, built from historical futures data. You may reproduce them, translate them or build on them, including commercially, as long as you credit the source and link back to the original page. If you use them, tell us: we like knowing what they get used for.

Licence: CC BY 4.0

Suggested citation:

Perfiltrade (October 24, 2026). E-mini Russell 2000 (RTY): how much it moves, with its sample. https://www.perfiltrade.com/en/instruments/rty

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Historical frequencies describe what happened; they do not guarantee what will happen and are not investment advice.