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How sessions break previous session levels and extension behavior
Each trading session (Asia, London, RTH) establishes a high and low. This report tracks how often subsequent sessions break those levels and what happens after the break — continuation or reversal.
Prior session highs and lows are natural support and resistance levels. Trade breaks of these levels when aligned with your directional bias. The first test of a prior session level tends to hold — the second test is more likely to break through.
| Metric | Description | How to Use |
|---|---|---|
| Break Rate by Session | How often each session breaks the prior session high or low | Focus on session transitions with the highest break rates |
| Extension After Break | Average move size after breaking a session level | Set profit targets based on historical extension data |
| False Break Rate | Percentage of breaks that reverse back into range | Avoid trading breaks with historically high failure rates |
| Time to Break | How long into the session before the break occurs | Time your entries based on typical break windows |