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October 22, 2026FrançaisEspañol

Opening range breakout: what it is, and how to test it

The opening range is the high and low of the first minutes of the session. A breakout is the first close beyond it; a failed break goes through and closes back inside. QuantLogic uses the first 15 minutes after 09:30 New York time. Here are the exact rules and how to test them.

first 15 minutes15-min high15-min lowBreakout
The level the idea readsThe bar where the idea firesA drawn example, not market data.

What it is

The open is one of the busiest moments of the day. The high and low set in the first minutes become levels many traders watch for the rest of the session.

Some trade the break of that range, some trade the failure of the break. Both can be tested.

The exact rule QuantLogic uses

Closed above the first 15 minutes' high (the long side). Below the low is the mirror image.

  1. The range is the high and low of the bars that closed by 09:45 New York time.
  2. After 09:45, this bar closes above the range's high and the bar before closed at or below it.

When is it known? The range is complete at 09:45, so nothing fires before then. A failed break counts only bars after 09:45.

Versions you can build

  • Closed above the first 15 minutes' high. The first close above the range.
  • Closed below the first 15 minutes' low. The first close below the range.
  • Failed break above the first 15 minutes' high. Within 15 bars the high went over it, and this bar closes back below it.
  • Failed break below the first 15 minutes' low. Within 15 bars the low went under it, and this bar closes back above it.

What to look at around it

In QuantLogic, every time the idea happened is laid out with the data points around it, so you can see where it held and where it didn't:

Time of day and sessionEconomic calendar and newsVWAP distanceGamma regime, flip and wallsYesterday's value area and pivotsVolatilityNQ vs ES since the openUp or down on the day

Traps when you test it

  • Using a range that was not finished. A breakout at 09:40 is a break of a 10-minute range, not a 15-minute one.
  • Ignoring news days. Many economic releases come out at 08:30 or 10:00 New York time and move the range.
  • Testing only breakouts. The failed breaks are the other half of the same story.

Build it and test it yourself

Open Closed above the first 15 minutes' high in Build with QuantLogic. See every time it happened on NQ, ES, Gold or Crude since September 2025, check the long and the short side, add your own filters and run the luck test.

Build this setupSee plans

Nothing is proven until it holds live. We give no trading signals and no advice, we never hold your money or your accounts, and we never trade for you.

Questions

Why 15 minutes?
It is a common choice for index futures, and it is the one the app uses so every test is comparable. Other lengths are not built yet.
Does the opening range use the overnight session?
No. Only the regular session from 09:30 New York time.
Is a breakout a signal to buy?
No. QuantLogic gives no signals. You test the idea on its history and decide.

Related setups

Educational content, not investment advice. Futures trading involves substantial risk of loss. See the risk disclosure.