# Opening range — lesson

Gym heading: Situational awareness. Written before the code (Sep 7 2026). The teach screen shows this text; the answer key implements the rule in it and nothing else. Distances are in M everywhere. Harness, confidence, persistence, and reveal format follow stop-vs-noise; the six bars that make the range come from point-at-the-bar's generator v2 (the rotation / leg / mixed regimes), and the bars after the range are this module's.

Choices made where the order was silent:

- The bars are 5 minutes and the cash open is 09:30 New York, so the first 30 minutes are six bars. The range is the highest high and the lowest low of those six. The freeze lands 6 to 14 bars after the range (drill and holdout alike, as ordered); the count is drawn before the case, so it carries nothing.
- The margin is 0.10 M and applies on both sides of each edge, as in Trapped or not trapped and Acceptance: a close counts as outside the range only when it sits more than the margin beyond the edge, and counts as back inside only when it sits more than the margin inside it. A close within the margin of an edge, either side, is on the edge: it neither votes nor traps.
- Only closes count. A wick through an edge is not a close outside. The bars wick through the edges in every case.
- The first close beyond the margin is the vote and sets the day's direction; the number in the takeaway is that close's distance beyond the edge. A later close back on the range side of that edge by more than the margin is the failure. What happens after the failure does not change the answer: the day's first trap has happened, and a second break is a different question. The generator never builds a second break before the freeze.
- M is the median range of the bars on the chart. The session is 12 to 20 bars old at the freeze, so the last 20 bars are all of them; nothing off the screen sets the unit. The range height is in that M.
- The range height, the bar count after the range, the opening's regime and the side are drawn the same way for every case. The break bar and the bars after it are drawn the same way for both break cases, and the bar that closes back inside is placed among them. An inside rep runs at an edge as often as a break does, stopping short of the margin line or wicking through it. Some closes sit within a few hundredths of M of a margin line on purpose; the reveal shows the numbers either way. The three cases come up a third each (config).
- After the range, every bar is built from its close and a range drawn before the case, and no close steps more than 0.92 of its bar's range, so the closes never widen a bar and M is set by the ranges alone. Two bars keep their travel instead when their range was drawn too small for it: the wick that pierces a margin line (an inside rep) and the bar that closes back inside (a failed break). The harness prints the share of reps with such a bar per case; the range-height and M checks show no case in them.
- The next 20 bars are drawn with an outcome rate that is a config constant and is never shown; the reveal says what price did, in M, and nothing about how often.
- Soft clock 8 seconds: two checks (a close beyond a margin line; a close back inside after it), each a yes or no.

Persistent header: **"Training your eye for whether the day has voted."**

## Before you trade the open

- **The opening range** — The high and the low of the first 30 minutes of the cash session: 6 bars of 5 minutes from 09:30 New York. Inside it, the day hasn't chosen.
- **The margin** — 0.10 M. A close counts as outside the range only when it sits more than the margin beyond the edge, and as back inside only when it sits more than the margin inside it. A close within the margin of an edge is on the edge: it neither votes nor traps. Wicks count for nothing.
- **The first vote** — A close outside the range by more than the margin is the first directional vote. The day has chosen, for now.
- **The first trap** — A close back inside after that is the day's first trap. The people who chased the break are outside a range that just took the vote back.
- **Why it matters at the trade** — Decision: inside the range, no directional trade. First close outside, with-direction only. Close back inside, the trap module's question (Trapped or not trapped), and the range edge is the level.
- **What it doesn't say** — The vote is not a forecast. It says nothing about how far the day runs (Runway), whether the stop survives the noise (Stop vs noise), or whether the break becomes acceptance (Acceptance: two closes, not one). It says which side of the range the closes have been on, in M.
- **M** — The median high-to-low range of the bars on the chart. Every distance here is in M. The number for the current chart is on the screen.
- **Confidence is a number** — Low means 40%, Medium 65%, High 90% that your call is right. Scored Brier-style: sure and wrong costs 0.81, unsure and wrong costs 0.16, sure and right costs 0.01. Being certain is as expensive as being wrong.

## The read

Two checks, both against the margin lines: has any bar since the range closed beyond one, and if so, has any later bar closed back inside by more than the margin. Then the question: inside, broke out, or broke and failed?

## The rep

The first 30 minutes as six bars with the range drawn from them, then 6 to 14 more bars, frozen. No labels. M is stated. The question, in full: **"The first 6 bars made the range. Inside, broke out, or broke and failed?"** Inside, Broke out, or Broke and failed, with a confidence.

## The reveal

The next 20 bars, the counted closes marked. The range height in M, the closes counted (beyond the margin, and back inside after the first), the verdict, and one takeaway line. Templates:

- Inside: **"Range is {N} M, price still in it. The day hasn't voted. Nothing directional."**
- Broke out: **"Closed {above|below} by {N} M, holding. First vote is {up|down}. {Longs|Shorts} only, or nothing."**
- Broke and failed: **"Out and back in. The first trap of the day; the range edge is now the level to fade from."**

Every rep ends on one of these three lines. Each is a decision: nothing directional, with-direction only, or the fade from the edge. Then what the next 20 bars did, in M. No win percentage is shown anywhere.

## Answer key

`high = max(high of bars 1–6)`, `low = min(low of bars 1–6)`, `margin = 0.10 M`. Over the bars after the range, in order: the first close more than the margin beyond an edge is the break, and its side is the day's direction. A later close more than the margin inside that edge is the failure.

- **INSIDE**: no close beyond the margin on either side.
- **BROKE OUT**: a close beyond the margin, and no later close back inside by more than the margin.
- **BROKE AND FAILED**: a close beyond the margin, then a later close back inside by more than the margin.

Distances are read at two decimals of M, the precision the reveal shows. The three cases come up a third each (config). Nothing but the closes against the margin lines carries the case: not the range height, not the bar count, not the opening's shape, not the side, not the wicks.