resources
Which reports exist and what each Market Profile term means -- this is public. What requires an account is seeing the real numbers calculated on the data.
Free PDF: 20 futures figures with their sample
The figures from our studies on one sheet, each with its n and date range (in Spanish for now). Subscribe to the weekly report and download it right away; the link also comes in the welcome email.
market open & close
range & volatility
macro events
session analysis
weekly analysis
support & resistance
confluence & intraday windows
open interest
liquidity (bid/ask)
chart patterns
performance tracking
live intraday (last ~6 months)
Initial Balance and opening gap on your own chart, and the historical frequency with which a gap of that size and direction filled, with its sample size beside it. Nine instruments with tables of our own: ES, NQ, RTY, YM, NKD, gold and the 5, 10 and 30 year Treasury futures. The indicator picks the session window from the contract, because the figure describes the window it was measured in: override it by hand and the base rates stop printing rather than lie. Value Area and POC are not drawn by this one but by Key Levels and Session Profile, below. Open source, published on TradingView.
See all the indicators with captures →download perfiltrade-ib-gap-overlay.pine ↓view on TradingView →The session's reference levels on your chart: high, low, close, Value Area and POC of the prior regular session (profile built from 30-minute periods), the week's and month's, the 15-minute opening range and the Initial Balance. It adds a ladder of distances from the open, from 0.25 to 1.5 times the day's typical move, and next to each rung how often price reached that distance in past sessions, with its n, across 29 futures. Computed on your chart's data; percentages are past frequencies with their n, not signals. Levels are fixed once their period closes: no repainting. Open source, published on TradingView.
view on TradingView →The state of three readings of the session: the gap (open, filled, or unfilled at the close), the Initial Balance and the opening range (unbroken, broken with price beyond the edge, or broken and back inside). While the gap is open, it shows how many past sessions that had it open at the same time of day filled it before the close, with the rate of all cases as the base and its n; while the Initial Balance is unbroken, how often one of that size broke. A broken range shows only its state, with no percentage, and a rate with fewer than 10 cases is not printed. Past frequencies with their n, not signals. Open source, published on TradingView.
view on TradingView →A time-at-price profile of the regular session in progress and the one before it: each 30-minute period that traded at a price adds one block, with POC and a 70% Value Area, and optional period letters. It draws structure and gives no signals: the profile of the session in progress changes until the close, and a finished session's profile does not change. Open source, published on TradingView.
view on TradingView →Where is each group positioned, and what happened after similar readings? The weekly net position of the key COT report groups as a % of open interest, its weekly change and a 0-100 index over the last 156 reports. Next to each zone, our study's verdict at 4, 13 and 26 weeks, with its n: whether the later move differed from chance, never a return or its sign. On ES, gold and crude everything comes out equal to chance: it is positioning, not a signal.
view on TradingView →How much does each half hour of the session usually move, and how much did it move today? The typical range (median) and the 75th percentile of each half hour, from your own chart's data, against today's range. A table with the latest half hours, the next two with their clock time and the whole session against its typical value. Size only: it says how much each period moved before, not where.
view on TradingView →What kind of open did the session have, and what did sessions do after opens like it? Classifies the first 30 minutes of the regular session: Open-Drive, Open-Test-Drive, Open-Rejection-Reverse or Open-Auction, inside or outside yesterday's range. Six outcomes for that open type since 2022 (range, Initial Balance, close inside the prior value area, time of the high or low), each with its n, its interval and the all-sessions value. When the difference does not beat the noise, it says so: same as chance. It never says which way.
view on TradingView →How often did price reach each VWAP band, against the same distance from the open? Regular-session VWAP with 1, 2 and 3 standard-deviation bands, computed from the chart's bars. How often each band was reached by 10:30, 12:00, 14:00 and the close since 2022, against the same distance from the open, with its n and verdict. Distance and frequency only: it does not say price returns to the VWAP or stops at a band.
view on TradingView →Which US releases are coming, and how much does the first hour usually move after each? Marks the scheduled releases of the coming weeks (CPI, payrolls, PPI, retail sales, GDP, PCE, the Fed and ISM) on the chart at their New York time. For the chart's market, how much the first hour moved against a normal hour and how often the close kept the first reaction, with its n. It never shows which way the reaction went, and the calendar states the date it was built.
view on TradingView →How often is a prior session's POC or value area traded again, compared with any price at the same distance? Draws the POC, VAH and VAL of up to 10 finished regular sessions; the ones no later session traded again (naked) extend to the right with their date. A table with how often the prior session's POC and value-area edges were traded in the next session and within 5 sessions, against the price at the same distance from the open on the other side, with its n. In most markets the reading is the same as chance: a prior level is traded as often as any price that far away. The indicator says so as it is.
view on TradingView →Are poor highs, poor lows and single prints revisited more often than a control at the same distance? Marks poor highs and lows (no tail) and the single-print stretch of up to 10 sessions, and cuts each mark when a later session exceeds or fills it. Draws the profile of the last finished session with those rows in colour. A table with how often a poor extreme was exceeded and a stretch filled in the next session and within 5 sessions, against its control and with its n. In the markets measured, the reading is the same as chance.
view on TradingView →Where did price spend the most time over the last sessions, seen as one? Merges 2 to 10 finished regular sessions, and the session in progress if you want, into one time-at-price profile. POC and 70% value area of the whole, with their lines to the right. It is a drawing of structure: it carries no statistics or percentages.
view on TradingView →How often does the regular session trade the overnight midpoint, compared with a price at the same distance from the open? Computes on your chart the high and low of 18:00 to 9:29 ET and draws their midpoint (the halfback) from the open to the first regular-session bar that trades it; while the night is still going, a dotted line shows its midpoint so far. Draws the control fainter: the price at the same distance from the open, on the other side. A table with how often the regular session traded the halfback and the control, all nights and nights when the open was 0.7% or more away from the prior close, with its n and reading. In ES, NQ, YM and RTY the reading is the same as chance: the halfback is traded as often as any price at that distance.
view on TradingView →Get the daily figure, with its sample size and its caveat. No signals.
The same vocabulary shown when you hover over any technical term inside the platform (Term.tsx component), gathered here.
Every glossary concept is developed, with data and its sample, in the learning guides.