Session Map
The futures session skeleton: prior day, overnight range, initial balance, opening range and an anchored VWAP — one definition of each, drawn the same way on every chart.
What it does
Draws the structure an index-futures session is organised around: prior day high, low and close, the overnight (Globex) range, the initial balance, the opening range, and a session-anchored VWAP with 1σ and 2σ bands.
How it works
Every level is built from timestamps rather than session strings, so the same window resolves identically on any intraday timeframe. The opening range and initial balance are measured in minutes from the regular-hours open, in the timezone you choose.
VWAP is computed from price × volume, anchored to the regular-hours open, the Globex open or the daily open. On symbols without volume it falls back to an unweighted mean rather than failing.
How to use it
Set your session windows once. The panel reports the current regime, where price sits against VWAP, the opening-range width and the nearest level.
Alerts
Opening-range break, initial-balance break, VWAP 2σ tag. Every alert in the suite sends the same JSON payload, so one webhook can read them all.
Settings
Session · VWAP · Regime engine · Session structure · Levels · Alerts
Limits
Levels are session structure, not predictions. A chart tool and educational material, not investment advice.
The rest of the suite
6 scripts, one system: the same regime engine, panel and alert payload in each.