ESCondition Analysis
CPI Days
Gap fill, ORB behavior, and trend probability on Consumer Price Index release days.
Regime Filter
VOLATILITY
MACRO EVENT
TREND
GAP SIZE
SESSION TYPE
Primary Prob
STRONG82%
Sample Size
24d
Best Streak
9W
Worst Streak
2L
Avg Gain
+6
Avg Loss
-38
Condition Metrics
Avg Range
90pts
ORB Success
50%
Gap Fill Prob
82%
Trend Day Prob
21%
Research Insight
On CPI release days, gap fills at 82% vs base rate. ORB breakouts succeed 50% of the time. Trend days occur 21% of CPI sessions — elevated volatility expands average range to 90pts.
Recent Setups
| Date | Setup | Result | Points |
|---|---|---|---|
| 2026-05-11 | CPI Day · Gap DOWN 16pts | Filled | -15 |
| 2026-04-10 | CPI Day · Gap DOWN 5pts | Filled | -5 |
| 2026-03-10 | CPI Day · Gap FLAT 0pts | N/A | +0 |
| 2026-02-10 | CPI Day · Gap UP 2pts | Filled | +2 |
| 2026-01-12 | CPI Day · Gap UP 2pts | Filled | +2 |
| 2025-12-10 | CPI Day · Gap DOWN 1pts | Filled | -1 |
| 2025-11-10 | CPI Day · Gap UP 34pts | Not Filled | +34 |
| 2025-10-10 | CPI Day · Gap FLAT 0pts | N/A | +0 |
| 2025-09-10 | CPI Day · Gap UP 11pts | Not Filled | +11 |
| 2025-08-11 | CPI Day · Gap UP 9pts | Filled | +9 |
See today's full ES context
Bias, gap fill, ORB odds, expected range — structured before 09:30.