OPEN-SOURCE SCRIPT
Session Stats I EonMetrics
Session Stats by EonMetrics
Every market has session folklore: "Asia is quiet", "London sweeps the overnight range", "the New York morning makes the high or low of the day". This tool replaces the folklore with numbers — it measures how each session has actually behaved on YOUR symbol, on YOUR chart's history, and shows the result in one table.
🔶WHAT THIS TOOL IS AND IS NOT
This is a statistics dashboard, not a signal generator. It draws no entries, no targets, and it does not predict anything. It counts what already happened, so you can judge whether a session tendency on your instrument is real or imagined. All statistics are computed from completed sessions on confirmed bars. The only element that moves intrabar is the TODAY row, which is clearly labeled LIVE while a session is still open.
🔶WHY THESE METRICS ARE ONE SCRIPT, NOT SEVERAL
Every row of the table answers the same single question — "what does this session usually do here?" — from a different side: how much it moves (range), where it sits in the day's structure (high/low of day), which way it leans (bull close, continuation), and how much participation it carries (volume share). Splitting these apart would leave each number without the context that makes it readable. The TODAY row then compares the current session against that same measured history, which is only possible because the history and the live reading live in one engine.
🔶WHAT IT MEASURES
For up to four configurable sessions (defaults: Asia, London, NY AM, NY PM — New York time), over up to 500 stored trading days:
- Days (n) — the sample size behind every number in that column. Small samples (under ~20) are flagged in orange, because statistics on a handful of days are weak. If a number matters to you, check its n first.
- Avg Range and Median Range — the session's range expressed as a percent of the daily ATR, so quiet and violent weeks can be averaged together honestly. The median is shown next to the average on purpose: one news day can inflate an average, but it cannot drag a median. A big gap between the two tells you the session's "typical" day is calmer than its average suggests.
- High of Day / Low of Day — how often the session contained the trading day's extreme. A star marks the most frequent session in each row.
- Bull Close — how often the session closed above its open. Near 50% means no directional lean worth talking about.
- Continuation — how often the session repeated the direction of its own previous occurrence. Above 50%: the session tends to continue its behavior day over day; below: it tends to alternate.
- Vol Share — the session's average share of the whole trading day's volume.
- TODAY — the current session's range as a percent of daily ATR, plus its percentile within that session's own history. "62% (88th)" reads: today's London has already covered 62% of a normal day's range, which is larger than 88% of past Londons in the sample.
A weekday filter (Mon-Sun checkboxes) restricts the whole sample to the days you care about — Fridays only, weekdays only, and so on.
🔶HOW THE NUMBERS ARE BUILT
-------------------------
The trading day rolls over at 18:00 in the selected session timezone, so the Asia session that opens in the evening belongs to the day it actually shapes. The daily ATR used for normalization is built internally from those same trading days (previous completed days only), which keeps the "day" definition consistent on 24/7 markets and means the ATR value is fixed for the whole current day. The script uses no higher-timeframe data requests. Session records are written once, when the session completes on a confirmed bar, and never change afterwards.
🔶HOW TO USE IT
1. Add it to an intraday chart (1-minute to 1-hour). Let the chart load as much history as your plan allows — more history, bigger sample.
2. Check the Days (n) row first. Then read the table column by column: which session moves, which one sets the day's extremes, which one leans.
3. Use the TODAY row during the session: a high percentile early in the window tells you this session is already unusual relative to its own history.
4. Two alerts are available: one fires when any tracked session closes, one when the live session's range first reaches your chosen percentile (default 90th) of its own history.
🔶SETTINGS
Four session slots (on/off, name, window, color), session timezone, sample depth, daily ATR length, weekday filter, optional rows (median, continuation, volume share), table position/size/theme, background tint of the active session, and the alert percentile.
🔶LIMITATIONS
Session statistics describe the past; they are tendencies, not guarantees, and they can change when market conditions change. On symbols without meaningful volume data the Vol Share row will be empty. The tool needs an intraday chart — on daily and higher timeframes there are no bars inside a session window to measure.
This tool is for analysis and education. It is not financial advice, and past behavior of a session does not guarantee its future behavior. Always do your own analysis and manage your own risk.
Every market has session folklore: "Asia is quiet", "London sweeps the overnight range", "the New York morning makes the high or low of the day". This tool replaces the folklore with numbers — it measures how each session has actually behaved on YOUR symbol, on YOUR chart's history, and shows the result in one table.
🔶WHAT THIS TOOL IS AND IS NOT
This is a statistics dashboard, not a signal generator. It draws no entries, no targets, and it does not predict anything. It counts what already happened, so you can judge whether a session tendency on your instrument is real or imagined. All statistics are computed from completed sessions on confirmed bars. The only element that moves intrabar is the TODAY row, which is clearly labeled LIVE while a session is still open.
🔶WHY THESE METRICS ARE ONE SCRIPT, NOT SEVERAL
Every row of the table answers the same single question — "what does this session usually do here?" — from a different side: how much it moves (range), where it sits in the day's structure (high/low of day), which way it leans (bull close, continuation), and how much participation it carries (volume share). Splitting these apart would leave each number without the context that makes it readable. The TODAY row then compares the current session against that same measured history, which is only possible because the history and the live reading live in one engine.
🔶WHAT IT MEASURES
For up to four configurable sessions (defaults: Asia, London, NY AM, NY PM — New York time), over up to 500 stored trading days:
- Days (n) — the sample size behind every number in that column. Small samples (under ~20) are flagged in orange, because statistics on a handful of days are weak. If a number matters to you, check its n first.
- Avg Range and Median Range — the session's range expressed as a percent of the daily ATR, so quiet and violent weeks can be averaged together honestly. The median is shown next to the average on purpose: one news day can inflate an average, but it cannot drag a median. A big gap between the two tells you the session's "typical" day is calmer than its average suggests.
- High of Day / Low of Day — how often the session contained the trading day's extreme. A star marks the most frequent session in each row.
- Bull Close — how often the session closed above its open. Near 50% means no directional lean worth talking about.
- Continuation — how often the session repeated the direction of its own previous occurrence. Above 50%: the session tends to continue its behavior day over day; below: it tends to alternate.
- Vol Share — the session's average share of the whole trading day's volume.
- TODAY — the current session's range as a percent of daily ATR, plus its percentile within that session's own history. "62% (88th)" reads: today's London has already covered 62% of a normal day's range, which is larger than 88% of past Londons in the sample.
A weekday filter (Mon-Sun checkboxes) restricts the whole sample to the days you care about — Fridays only, weekdays only, and so on.
🔶HOW THE NUMBERS ARE BUILT
-------------------------
The trading day rolls over at 18:00 in the selected session timezone, so the Asia session that opens in the evening belongs to the day it actually shapes. The daily ATR used for normalization is built internally from those same trading days (previous completed days only), which keeps the "day" definition consistent on 24/7 markets and means the ATR value is fixed for the whole current day. The script uses no higher-timeframe data requests. Session records are written once, when the session completes on a confirmed bar, and never change afterwards.
🔶HOW TO USE IT
1. Add it to an intraday chart (1-minute to 1-hour). Let the chart load as much history as your plan allows — more history, bigger sample.
2. Check the Days (n) row first. Then read the table column by column: which session moves, which one sets the day's extremes, which one leans.
3. Use the TODAY row during the session: a high percentile early in the window tells you this session is already unusual relative to its own history.
4. Two alerts are available: one fires when any tracked session closes, one when the live session's range first reaches your chosen percentile (default 90th) of its own history.
🔶SETTINGS
Four session slots (on/off, name, window, color), session timezone, sample depth, daily ATR length, weekday filter, optional rows (median, continuation, volume share), table position/size/theme, background tint of the active session, and the alert percentile.
🔶LIMITATIONS
Session statistics describe the past; they are tendencies, not guarantees, and they can change when market conditions change. On symbols without meaningful volume data the Vol Share row will be empty. The tool needs an intraday chart — on daily and higher timeframes there are no bars inside a session window to measure.
This tool is for analysis and education. It is not financial advice, and past behavior of a session does not guarantee its future behavior. Always do your own analysis and manage your own risk.
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.