PERFILTRADE
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Perfiltrade IB and Gap Overlay

IB and gap: a free TradingView indicator

How often did a gap like today's fill?

  • Free
  • Open source
  • Every percentage with its n
  • No signals
Add on TradingView →
ES chart on TradingView with the IB and gap indicator: Initial Balance ranges and gap labels with their fill frequency and n.
ES, 5-minute bars, regular session of 16 Oct 2026. TradingView capture.
  • Draws the Initial Balance and the opening gap on your chart.
  • Next to the gap, how often one of that size and direction filled, with its n.
  • Nine instruments with tables of their own: ES, NQ, RTY, YM, NKD, gold and the 5, 10 and 30 year Treasury futures.

How it is computed

The indicator sets the session window from the contract, because the figure describes the window it was measured in: override it and the rates hide instead of showing a figure that does not apply. Value Area and POC are drawn by Key Levels and Session Profile.

How to add it

  1. Open it on TradingView and press "Use on chart" or "Add to favorites".
  2. Or copy the code, open TradingView's Pine editor, paste it and press "Add to chart".

The measurement behind it

One of our guides' tables on the same thing the indicator measures, with its sample and its date range.

How often the gap fills by its size in ATR: ES and NQ

ES y NQ

Swipe to see the sample →

Gap sizeESNQSessions
Under 0.1 × ATR91.7%90.9%916
0.1 to 0.25 × ATR70.9%71.8%1,231
0.25 to 0.5 × ATR47.5%47.8%1,167
0.5 to 1 × ATR23.5%28.0%647

n = 4,081 · 2010-06-28 to 2026-10-15 · historical futures data

Regular session (9:30-16:00 ET), 28-Jun-2010 to 15-Oct-2026: 4,081 gaps in ES and 4,108 in NQ. Gap = today's open minus yesterday's regular-session close, measured in multiples of the 14-session ATR known at the open. 'Fills' = the session trades yesterday's close before 16:00 ET. Up and down together; contract-roll days excluded. The 'Sessions' column is ES's; NQ's are, by bucket, 1,015, 1,220, 1,156, 617. Gaps above 1 ATR filled 8.3% of the time in ES (n=120) and 15.0% in NQ (n=100). In ES, the 0.5-1 ATR bucket went from 20.7% up to 2021 to 30.3% since 2022; the other buckets were stable across both periods. Measured this way, ES and NQ agree in the first three buckets; measured as a percent of price, they do not. It is what happened, not a signal.

Download the table (CSV) ↓

Read the full guide: Opening Gap in Index Futures: A Data-Driven Guide →

Frequently asked questions

Are they free?

Yes. All of them are public and open source on TradingView, and you add them with a free account. TradingView's free plan limits how many indicators you can have on a chart at once.

Do they repaint?

Key Levels and Setup State fix each level when its period or window ends; only the table updates inside the bar. The Session Profile of the session in progress changes until the close, and a finished session's profile no longer changes.

What data do they use?

The data of the chart you open them on. The historical frequencies are embedded in the indicator and say up to which date they were measured and over how many sessions.

Why do they give no signals?

Because a historical percentage describes how much and how often the market moved in the past, not where it will go today. That is why every figure comes with its sample and none of them suggests trades.

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