Event days · MNQ
How does MNQ's daily range on its 20 highest-volume days compare to a typical day
130
total trading days
total trading days
130
avg range top20 highvol days
704.66
avg range typical day mean
409.12
avg range typical day median
377.12
ratio top20 to mean
1.7%
avg volume top20
2,345,613.9
avg volume all
1,546,196.3
Methodology
Analysis code was generated by an AI model up to 25 times, run in a sandbox against real MNQ 1-minute bars from 2026-03-04 to 2026-09-06, and reviewed automatically. Attempts that computed the same set of measures were grouped, and the figures shown are the median of the largest group. Agreement between attempts lowers the chance of a one-off coding slip; it does not prove the code matches the question, so the exact code is shown below.
Show the code
et = to_et(bars)
rth = rth_session(et)
rth = rth.copy()
rth['date'] = trading_date(rth)
daily = rth.groupby('date').agg(high=('high','max'), low=('low','min'), volume=('volume','sum'))
daily['range'] = daily['high'] - daily['low']
daily = daily.dropna()
n = len(daily)
if n == 0:
result = {"sample_size": 0, "avg_range_top20": None, "avg_range_typical": None, "ratio": None}
else:
top_n = min(20, n)
top20 = daily.sort_values('volume', ascending=False).head(top_n)
avg_range_top20 = float(top20['range'].mean())
avg_range_all = float(daily['range'].mean())
avg_range_median = float(daily['range'].median())
ratio = avg_range_top20 / avg_range_all if avg_range_all != 0 else None
result = {
"sample_size": int(top_n),
"total_trading_days": int(n),
"avg_range_top20_highvol_days": round(avg_range_top20, 2),
"avg_range_typical_day_mean": round(avg_range_all, 2),
"avg_range_typical_day_median": round(avg_range_median, 2),
"ratio_top20_to_mean": round(ratio, 3) if ratio is not None else None,
"avg_volume_top20": round(float(top20['volume'].mean()), 1),
"avg_volume_all": round(float(daily['volume'].mean()), 1),
}
- Small sample size (n=20) -- treat this result with extra caution.
- Generated by an AI model up to 25 times, run in a sandbox, and reviewed automatically; the figures above are the median of the largest group of attempts that computed the same measures. Agreement between attempts lowers the chance of a one-off coding slip -- it does not prove the code matches the question, so check the definition and code. A one-off calculation, not a permanent fixture.
Related
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- MNQ: How does MNQ react when price touches the prior day's high -- does it break through or bounce
- MNQ: Is MNQ's average daily range on Fridays different from the rest of the week
- MNQ: How often does a gap up on MNQ get filled the same day
This is historical statistical information only. It is not investment advice, and past performance does not indicate future results. Trading involves risk of loss.