Session Time-at-Price Profile
Where did price spend the most time during the session?

Each 30-minute period that traded at a price adds a block to that row. The POC is the row with the most periods and the value area grows from it to 70% of the blocks. The profile in progress changes until the close; a finished one no longer changes.
One of our guides' tables on the same thing the indicator measures, with its sample and its date range.
The '80% rule' measured: back into yesterday's value and across to the other edge
ES
Swipe to see the sample →
| Case | Reaches the opposite edge in the same session | Sessions |
|---|---|---|
| All acceptances | 61.4% | 950 |
| Acceptance within the first two hours | 67.2% | 509 |
| The opposite edge had not been touched yet | 47.8% | 703 |
| Opens above value: all | 64.9% | 507 |
| Opens above value: opposite edge untouched | 47.8% | 341 |
| Opens below value: all | 57.3% | 443 |
| Opens below value: opposite edge untouched | 47.8% | 362 |
n = 950 · 2010-06-07 to 2026-09-30 · historical futures data
ES regular session (9:30-16:00 ET), 7-Jun-2010 to 30-Sep-2026. Value area = 70% of the TPOs of the previous regular session, 30-minute period profile. Acceptance = the session opens outside that area and two consecutive 30-minute periods close inside it. 'Reaches' = it trades the opposite edge of the area before the close. 'First two hours' = the acceptance completes by the fourth period at the latest. 'The opposite edge had not been touched yet' leaves out the sessions that had already traded it when the acceptance completed: in those the rule is met by definition and there is nothing left to gain. Previous-day levels adjusted to the day's contract on contract changes. It is what happened, not a signal.
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.
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.
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.
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.