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Knowledge Base

Report Guides

All Reports
ReportsMidnight Open Retracement
All Reports
Initial BalanceOpening Range BreakoutMarket Session CorrelationMarket Session BreakoutPrevious Day RangeWeekly Opening GapSession Range by WeekdaySession BiasSession Volume Profile
Gap FillMidnight Open RetracementOpening Candle ContinuationEngulfing CandlesFair Value GapInside BarsOutside DaysConsecutive Bars
Volume ProfileHigh Volume NodesLow Volume NodesNaked POC StatisticsValue Area StatisticsVolume ImbalancePOC Migration
Delta AnalysisDelta DivergenceHedging Volume ImpactZero Gamma Level
Performance by WeekdayHigh/Low by WeekdayGreen & Red DaysMean Reversion HourPower Hour BreakoutPower Hour ContinuationOptimal Trading Hours
Average True RangeAverage Daily RangeVWAP Std Dev ReturnPivot Points
CPI PerformanceFOMC PerformanceNFP PerformanceMoon Phase
GEX Regime PerformanceGEX Pattern OutcomesAir Pocket BreakoutPlaybook LeaderboardExecution QualityNode Freshness & ExhaustionHeatseeker ScorecardDealer Reflexive Action MapGEX/VEX Reshuffle PredictorIndex Confluence AlignmentOrderflow-Node Conflict DetectorNode Reversal Probability Engine
ReportsPrice ActionMidnight Open Retracement

Midnight Open Retracement

Overnight retracement to midnight open level during RTH

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Midnight Open Retracement — Strategy Guide

The Midnight Open Level

The midnight open is the price at 12:00 AM ET when the new trading day begins. ICT (Inner Circle Trader) popularized this concept. The idea is that the overnight range from midnight to the RTH open often gets retraced, making the midnight open a key reference level.

Key Metrics

Retracement Rate — How often RTH price returns to the midnight open level. Typically 65-80% depending on the instrument.
Retracement Depth — On average, how much of the overnight move gets retraced. Usually 50-75% of the overnight range.

Trading Strategy

Mark the midnight open on your chart before RTH. If price has moved significantly from midnight to the RTH open, look for a retracement back toward the midnight level during the first 1-2 hours. This level often acts as support or resistance, making it a good entry zone for directional trades.

Pro Tip
The midnight open is most effective when it aligns with other levels (VWAP, previous day close, value area edge). On its own it's a decent reference, but with confluence it becomes a high-probability entry level.
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Using the Midnight Open Retracement Report

What the Report Shows

MetricDescriptionHow to Use
Retracement RatePercentage of sessions where RTH price returns to midnight openGauge how reliable the midnight level is for your instrument
Above/Below SplitRetracement rates separated by open above vs. below midnightIdentify if one direction retraces more reliably than the other
Weekday BreakdownRetracement rates by day of weekFocus on days with the highest retracement probability
Daily DetailPer-session log with midnight price, direction, and retracement timingReview individual sessions to understand retracement behavior
Previous
Gap Fill
Next
Opening Candle Continuation
55155520552555305535554055450:004:008:009:309:4510:00Midnight Open 5520OvernightRTHOvernight rangeRTH Open✓ Retraced!
Strategy Guide
Midnight Open Retracement
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Opened Above Midnight68 sessionsRetraced74%Did Not26%Opened Below Midnight68 sessionsRetraced69%Did Not31%
Report Walkthrough
Midnight Open Retracement
Pie charts break down retracement by direction — green for retraced, mauve for held.
The green slice shows days that retraced, the mauve slice shows days that did not.
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