DAILY BIAS
BEARISH
CONF: 13%
GAP FILLS TODAY: 91% · small gap · n=236
Edge Score™·ESNEUTRAL
→55/100
Moderate edge. bias strength is a drag.
Contributing Factors
VOLATILITY REGIME72VIX 17.8 — low volatility, favorable structure×12%
BIAS STRENGTH13Neutral bias — 13% confidence×22%
GAP ALIGNMENT55Flat open — no gap overhang, OR breakout is primary signal×12%
MACRO RISK95No scheduled events — pure price action session×14%
OR BEHAVIOR50OR break with neutral bias context×12%
HISTORICAL EXPECTANCY80Gap fill probability 90%×16%
ANALOG CONFIDENCE40No analog sessions found×12%
MORNING WORKFLOW·ES0/8 steps completed
1
Overnight Context
Opening near prior close — flat overnight
Overnight inventory long
2
Macro RiskClean technical session
3
Daily BiasLow conviction
4
Gap StructureHigh fill probability — monitor prior close
5
PlaybookBest window: 09:45–11:00 ET (NY AM kill zone)
6
Similar Historical DaysMixed historical outcome
7
Trade Windows09:45–11:00 ET NY AM kill zone
8
Session MonitoringModerate edge. bias strength is a drag.
TODAY'S PLAYBOOK·ES
POWER HOUR·WEAK23%
PRIMARY SCENARIOTwo-sided rotation expected. Trade the OR extremes, respect VWAP.
INVALIDATION
Break outside expected range in either direction invalidates neutral thesis.
BEST WINDOW
09:45–11:00 ET (NY AM kill zone) — highest statistical probability window.
HIGHEST PROB SETUP
OR Break SHORT counter-trend — tight stops, take partial at OR midpoint.
KEY LEVELS
PDH7,691.25PDL7,628.75PDC7,643.75ERH7,678.52ERL7,614.48ATR1464pts
VOLATILITY REGIME
LOW — VIX 17.8. Expected range 64pts. Normal size.
MACRO RISK
No scheduled events. Clean technical session.
CONDITIONS
▸VIX below 20 (17.8) — favorable conditions
▸Overnight inventory near flat — no directional overhang
▸No scheduled macro until tomorrow
ES — Intraday Structure
SESSION:
Pre-MarketRegular SessionAfter Hours
WHY TODAY MATTERS·ES
HISTORICAL SIGNIFICANCE66%
MACRO
Clean technical sessions without macro events show higher setup completion rates.
Absence of scheduled events allows price to follow pure technical structure — OR breakouts succeed at +8% above average.
66%
based on historical no-event sessions
What we tested on ES — and what failed17 of 23 failed
LEADCrabel “stretch” open break+0.11Rn=719BETASession Bias Map (4-factor conviction)+1.29Rn=60WITHDRAWNOvernight-range break + direction filter—n=519STAT ONLYGap fill—STAT ONLYGap fill, conditioned on gap size—n=712STAT ONLYThe fill artifact: levels the session can open beyond—n=501REJECTEDCross-index CONFIRMATION at a level ("confluence")-0.10Rn=352REJECTEDRTH gap 70.5% break → full fill-0.04Rn=359
Expectancy per trade, out-of-sample, after slippage. R = risk on the trade.full library →
NEWS & EVENTS
View Calendar →
TimeEventImpact
09:30JOLTS Job Openings
10:00ISM Services PMI
10:00Factory Orders m/m
14:30FOMC Member Speaks
16:00Fed Waller Speaks
SIMILAR HISTORICAL DAYS · ESSAMPLE · TOP 7
7 of 7 similar days closed higher (avg +45pts)
BULL100%
BEAR0%
AVG CHG+45
| DATE | SIMILARITY | GAP DIR | DAY TYPE | OUTCOME | NEXT DAY CHG |
|---|---|---|---|---|---|
| 2026-04-21 | 94% | ↑ UP | Trend | Gap Filled | +43.00 |
| 2026-03-14 | 89% | ↑ UP | Trend | Trended Up | +51.00 |
| 2026-02-28 | 87% | ↑ UP | Rotation | Gap Filled | +39.00 |
| 2026-01-17 | 82% | ↑ UP | Range | Rotated | +44.00 |
| 2025-12-09 | 78% | ↑ UP | Trend | Trended Up | +52.00 |
| 2025-11-22 | 76% | ↑ UP | Rotation | Gap Filled | +38.00 |
| 2025-10-15 | 71% | ↑ UP | Trend | Trended Down | +46.00 |
DAILY RESEARCH BRIEFING·ES·POWER HOUR
SESSION CONTEXT
14:00 – 16:00 ET · 75% elapsedPOWER HOUR14:00–16:00 — institutional order flow increases. Range expansion likely.
STRUCTUREReversal pattern in play. Prior trend losing conviction — key level response likely.
VOLATILITYLow VIX (17.8) — compressed vol, precision entries. Range: ~64.04000000000087pts.
CLOSENeutral close bias — position sizing down into close.
TODAY'S CONDITIONS
●Neutral bias (13% confidence)
●Low VIX regime — VIX 17.84
●Gap UP 3pts — fill prob 90%
●No scheduled economic events
KEY LEVELSPDH: 7,691.25 · PDL: 7,628.75 · PDC: 7,643.75 · ERH: 7,678.52 · ERL: 7,614.48
BIASBias is neutral with low confidence (13%). Prior reversal session — today may see follow-through on yesterday's pivot.
VOLATILITYVIX at 17.84 — low volatility regime. Expected range 64.04000000000087pts. Low VIX historically supports gap fills and trend continuation.
GAP SETUPOpened above prior close by 3pts (small gap). High probability of fill at 90%. Key level: prior close at 7,643.75 acts as magnet.
ORBORB break to the short (bearish). Opposing daily bias — fakeout risk is higher. Require follow-through confirmation before adding.
MACRONo major scheduled economic events today. Data-driven sessions tend to be cleaner technically.
ANALOGSNo similar historical day matches found.
Explore Edge
Dig into 150+ statistics and uncover high-probability market behavior.
DAILY EDGE BRIEFING·ESFREE NEWSLETTER
BEEHIIVTODAY'S EDGE INCLUDES
NEUTRALNEUTRALGAP FILL 90%VIX LOW
- ▸Gap fill probability and regime context
- ▸EDGE score classification and factor breakdown
- ▸Opening range expectation for the session
- ▸Historical analog confidence read
- ▸Key macro events and volatility regime
- ▸Session playbook and trade windows
Get the EDGE
before the open.
Daily ES futures context. Tested numbers, sample sizes shown. Free.
EDGE VALIDATION·ESLAST 30 SESSIONS
▲ 3-STREAKOVERALL
43%
BIAS
43%
GAP FILL
87%
RANGE
54%
| DATE | BIAS | CONF | GAP FILL | RANGE ACCURACY | OVERALL | STATUS |
|---|---|---|---|---|---|---|
| 2026-09-10 | NEUT | 13% | ✓ | 56% | — | FAILED |
| 2026-09-09 | NEUT | 5% | ✓ | 50% | — | FAILED |
| 2026-09-08 | SHORT✓ | 43% | ✓ | 60% | 80 | CONFIRMED |
| 2026-09-07 | SHORT✗ | 43% | ✓ | 40% | 20 | FAILED |
| 2026-09-04 | SHORT✓ | 15% | ✓ | 67% | 84 | CONFIRMED |
| 2026-09-03 | NEUT | 7% | ✓ | 36% | — | FAILED |
| 2026-09-02 | NEUT | 12% | ✓ | 74% | — | FAILED |
| 2026-09-01 | LONG✗ | 22% | ✓ | 34% | 17 | FAILED |
| 2026-08-31 | NEUT | 6% | ✓ | 38% | — | FAILED |
| 2026-08-28 | SHORT✓ | 29% | ✓ | 66% | 83 | CONFIRMED |
Rolling 30-session accuracy · Bias correct = close direction matches predictionTRADEIFY GRAND CUP
SOCIAL EXPORT·ESX / TWITTER
2026-09-10 · 8:30 AM ETES · Sep 10, 2026 · PRE-MARKET EDGE Score: 55/100 — NEUTRAL Bias: NEUTRAL (13% confidence) VIX: 17.8 [LOW] No material gap. Gap fill probability: 90% Expected range: 7,614–7,679 OR expectation: Failed breakout setup No macro events scheduled. #ES #FuturesTrading #EDGE
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