Round numbers: what they are, and how to test them
Round numbers are prices that end in zeros, like 21,000 on NQ. Many orders and alerts sit there, so traders watch them. QuantLogic counts every close that crosses a round level of the market. Here is the exact rule, market by market.
What it is
What counts as round depends on the market's size: a 25-point step on ES is like a 100-point step on NQ.
A cross can go up or down; both are counted, and the side is what you test.
The exact rule QuantLogic uses
Crossed a round level, on one-minute bars.
- Round levels are every 100 points on NQ, 25 on ES, 10 dollars on Gold and 0.50 on Crude.
- This bar closes on the other side of a round level from the bar before.
When is it known? Known when the bar closes. The levels are fixed numbers, known before the session.
Versions you can build
- Crossed a round level. A close through a round number, up or down.
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:
Traps when you test it
- Counting only the big ones. Every step counts here; you can add filters to narrow it down.
- Choosing a side after seeing the chart. Test longs and shorts.
- Using a step that does not fit the market. A 100-point step on ES would be far too wide.
Build it and test it yourself
Open Crossed a round level 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.
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
- Does touching a round number count?
- No. The close has to cross it: the bar before closed on one side, this bar closes on the other.
- Why is the step different on each market?
- So a round level is about as far away on each market, compared with how much it moves.
Related setups
Setup library
Liquidity sweeps, break of structure, VWAP, the opening range and more, drawn and explained with the exact rule.
Pivot levels
A bar that reaches the daily pivot or yesterday's high, low or close.
Yesterday's high and low
At, through or back from the prior session's high, low and close.
VWAP
Price crossing the session's volume-weighted average price, or touching it.
High and low of the day
A bar that trades above every earlier bar of the session, or below every earlier low.
Educational content, not investment advice. Futures trading involves substantial risk of loss. See the risk disclosure.