Event days · MNQ
How does MNQ's daily range on its 20 highest-volume days compare to a typical day
130
total trading days
n=202026-03-04 to 2026-09-06
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
1.72
avg volume top20
2,345,613.9
avg volume all
1,546,196.3
Methodology
Computed by independently generating and running analysis code against real MNQ 1-minute bars from 2026-03-04 to 2026-09-06, 25 separate times in parallel, then taking the answer the largest group of independent attempts agreed on. 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 and independently re-derived 25 times, then checked for logical consistency, before being shown to you -- the figures above are the answer the largest number of those independent attempts agreed on. Still a generated, one-off calculation, treat it as a rough, one-off analysis rather than a permanent fixture.
Related
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- 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.