NQ

E-mini Nasdaq-100

NQ=F AMT & Order Flow v2.5

Session Date: 2026-09-29 | Continuous 5-Minute Auction Profile & TypeSafe Jev System One

Current Price (pts)
30,590.50
20d ATR: 457.58 Tick: 0.25
TypeSafe Jev Regime 61% Conf
Inventory Correction / Mean Reversion
Opening: Open Auction In-Range
Overnight Inventory
74% Net Long
RVOL: 223.0% Delta: +10,316 contra
Squeeze Risk & Location
46% Squeeze Risk
Location Score: 1.83 / 5.00
Bullish Candle Bearish Candle VPOC (Fair Value) ONH / ONL 3M Macro VPOC 20 EMA 50 EMA
Hover over chart for details
💡 Mouse Navigation: Scroll wheel to zoom | Click and drag to pan horizontally across time
Volume Profile Bars: Gold = Inside Value Area (70%) | Slate = Outside Value

Auction Market Structure & Key Inflections Reference Framework

Level Name Price (pts) Auction Significance
ONH (Overnight High) 30,725.50 Upper Globex boundary / Breakout Trigger
ONL (Overnight Low) 30,372.25 Lower Globex boundary / Breakdown Trigger
Overnight VPOC 30,585.00 Globex highest-volume acceptance node
Prior RTH VAH 30,660.00 Prior session 70% value ceiling
Prior RTH VAL 30,510.00 Prior session 70% value floor
Prior RTH VPOC / Settle 30,630.00 / 30,559.50 Prior day equilibrium fair value
3-Month Macro VPOC 29,730.00 Quarterly fair value gravity anchor

TypeSafe Jev (System One) Probability Matrix Calibrated Model

Rotational Balance 11.0%
Inventory Correction / Mean Reversion 74.0%
Initiative Trend Discovery 15.0%

System One decision models provide calibrated, mathematically grounded probabilities to remove emotional bias from execution. The dominant regime dictates scenario priority, while squeeze risk signals the probability of sudden stop-run liquidity cascades.