Average high–low movement inside each 15-minute window — when the tape actually moves.

Cumulative average drift from the open — the shape of a typical session. Rising = net long pressure into that time of day.

When the session's high (up bars) and low (down bars) are set — % of sessions per window. Extremes forming early = fade structure; late = trend days.

Average contracts traded per window — liquidity map for sizing and slippage.

Average net change (bars) with up-day rate and average range per weekday.

How big is a day, really — histogram of session high–low with percentiles. Size stops and targets off these, not off hope.

Open vs prior session close — gap size distribution and how often (and how fast) the gap fills same-session.