Dow Jones futures statistics from real trades

Data: March 16, 2026 – October 26, 2026. Last updated: October 27, 2026.

Statistics for Dow Jones futures calculated on real trades from CME: opening gaps, Initial Balance, time of the high and low of the day, candlestick patterns. No textbook theory, only what the market actually did. Data: March 16, 2026 – October 26, 2026, updated monthly.

Gap fill56.9% of opening gaps get filled, but large ones only 29.4% of the time.Initial Balance breakout94.2% of sessions move beyond the first hour, but only 17.9% by the full length of the IB.When the high and low of the day formOn 82.1% of days the session high or low forms in the first hour.Dow Jones by the numbersDaily range, strongest sessions and gaps month by month.Candlestick patterns tested on the Dow JonesHammer, engulfing and doji on exchange data: do they work better than a coin flip?

Why my own numbers

Most statistics on the internet cover stocks or the S&P 500 index, and often come from a CFD broker's tick volume. These numbers are calculated on the contract I trade live, from paid exchange data, trade by trade.

That is 156 sessions, or about seven months. Enough to debunk myths, but too few to treat any single number as an edge. The sample grows every month, and the page is updated along with it.

This is the Market Profile opening and day type in the Hetman Terminal (Terminal Report). Screenshot from the Hetman Index (IHA) – a training instrument, simulated data. See all the Hetman Terminal tools →

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Historical statistics, not investment advice. Past results do not guarantee similar results in the future. Trading futures involves a high risk of losing capital.