Fractiz
Pattern Detail
NR7
How often the narrowest-range session in seven days resolves into a directional breakout the next day.
Total Occurrences
720
NR7 sessions in NQ over the sample period
Up Follow-Through
39.9%
Next session closed above the NR7 high
Down Follow-Through
27.5%
Next session closed below the NR7 low
Outcome Breakdown
Up Close
- Count
- 287
- Rate
- 39.9%
Down Close
- Count
- 198
- Rate
- 27.5%
Indecisive
- Count
- 235
- Rate
- 32.6%
Recent NR7 Sessions (20)
| Date | Outcome | Peak Up | Peak Down | Next Close |
|---|---|---|---|---|
| Feb 16, 2026 | Indecisive | 0.4% | 0.9% | +0.12% |
| Feb 10, 2026 | Indecisive | 0.1% | 0.6% | +0.23% |
| Jan 19, 2026 | Down | 0.0% | 0.5% | -1.00% |
| Dec 26, 2025 | Down | — | 0.7% | -0.49% |
| Dec 24, 2025 | Indecisive | 0.2% | — | +0.01% |
| Dec 22, 2025 | Up | 0.1% | — | +0.48% |
| Dec 19, 2025 | Up | 0.8% | — | +0.42% |
| Dec 18, 2025 | Up | 0.7% | — | +1.30% |
| Dec 9, 2025 | Up | 0.5% | 0.1% | +0.38% |
| Nov 27, 2025 | Up | 0.7% | — | +0.72% |
| Nov 26, 2025 | Indecisive | — | — | +0.02% |
| Nov 11, 2025 | Indecisive | 0.3% | — | -0.08% |
| Oct 24, 2025 | Up | 1.6% | — | +1.77% |
| Oct 21, 2025 | Down | — | 1.6% | -0.99% |
| Oct 20, 2025 | Indecisive | — | — | -0.04% |
| Oct 6, 2025 | Down | 0.0% | 0.5% | -0.55% |
| Oct 2, 2025 | Indecisive | — | 0.3% | -0.45% |
| Sep 30, 2025 | Up | 0.5% | — | +0.46% |
| Sep 16, 2025 | Down | — | 1.1% | -0.20% |
| Sep 1, 2025 | Down | — | 1.8% | -0.96% |
Detection scan: NQ 1d · 2008-01-02 to 2026-02-24 · generated Apr 26, 2026
What this pattern measures
NR7 is a session whose RTH range (high minus low) is the smallest in the most recent seven sessions, including itself. It’s a compression signal popularized by Toby Crabel: range contraction is supposed to precede range expansion.
Definitions used on this page:
- Sessions are aggregated from RTH bars only (08:30 to 15:00 Central Time for CME equity index futures).
- The trigger requires a strictly smallest range. If the current session ties with any of the prior six, it does not fire — keeps the signal honest when several sessions cluster at similar ranges.
- The next session is classified the same way as Inside Day: up follow-through, down follow-through, or indecisive based on where it closed relative to the NR7 range.
Why it matters
The NR7 thesis is that volatility cycles between contraction and expansion. After a 7-day low in range, the assumption is that the next session will produce wider movement. This page measures both whether the expansion arrives and which direction it tends to take.
How to read the numbers
- Follow-through rates mirror the Inside Day page: share of NR7 days where the next session closed past the trigger session’s high (up) or low (down).
- Avg excursion captures how far past the NR7 range the next session reached. Higher excursion alongside lower follow-through suggests the breakout fades within the same session.
What’s not here
- Combinations with Inside Day (an “inside NR7” is sometimes treated as a stronger compression signal).
- Multi-day follow-through windows.
- Filtering for trend context.