Probability statistics computed from exchange-sourced history — every report carries its sample size
How often the opening gap fills the same session.
Fill rate for three-bar imbalances.
Which side breaks after an inside day.
Continuation after a range-engulfing session.
Probability the prior session high/low is breached.
Continuation vs reversal after an engulfing bar.
Breakout direction and extension after the open.
First-hour range extension statistics.
Average daily range and average true range context.
Average return by day of week.