NQ

E-mini Nasdaq-100

NQ=F AMT & Order Flow v2.5

Session Date: 2026-10-05 | Continuous 5-Minute Auction Profile & TypeSafe Jev System One

Current Price (pts)
31,004.25
20d ATR: 467.64 Tick: 0.25
TypeSafe Jev Regime 98% Conf
Inventory Correction / Mean Reversion
Opening: Open Rejection-Reverse
Overnight Inventory
63% Net Short
RVOL: 52.5% Delta: -4,811 contrac
Squeeze Risk & Location
45% Squeeze Risk
Location Score: 2.38 / 5.00
Bullish Candle Bearish Candle VPOC (Fair Value) ONH / ONL 3M Macro VPOC 20 EMA 50 EMA
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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) 31,221.25 Upper Globex boundary / Breakout Trigger
ONL (Overnight Low) 30,957.50 Lower Globex boundary / Breakdown Trigger
Overnight VPOC 31,050.00 Globex highest-volume acceptance node
Prior RTH VAH 31,170.00 Prior session 70% value ceiling
Prior RTH VAL 31,020.00 Prior session 70% value floor
Prior RTH VPOC / Settle 31,080.00 / 31,076.50 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 1.0%
Inventory Correction / Mean Reversion 98.0%
Initiative Trend Discovery 1.0%

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.