Today’s session
Where the Nasdaq futures walls sit for this session. The numbers come off the live options book at 08:30 ET and never move for the rest of the day, which is what makes them gradeable: at 4:15 they get scored against what /NQ actually did, and a broken wall is printed exactly like a held one. The scorecard below carries the full record, break days included. The intraday version that rebuilds as positioning moves lives on the live levels page and in the terminal.
Today’s capture lands at 08:30 ET.
The Nasdaq-100 futures (/NQ) walls are captured at 08:30 ET on trading days and frozen for the session. Until then this page shows nothing rather than yesterday’s numbers under today’s headline — the graded record below is every session that came before, misses included. The live, continuously recomputed version runs in the terminal all session.
Every trading day at 4:15 PM ET the morning levels are scored against the session's real high, low and close from the recorded tape. Every day lands here — the ones that held and the ones that broke.
ES call wall / put wall held
last 21 sessions
NQ call wall / put wall held
last 20 sessions
RTY call wall / put wall held
last 11 sessions
YM call wall / put wall held
last 11 sessions
| Session | ES | NQ |
|---|---|---|
| Sep 25 | both held | both held |
| Sep 24 | both held | call broke |
| Sep 23 | both held | both held |
| Sep 22 | both held | call broke |
| Sep 21 | call broke | call broke |
| Sep 18 | both held | call broke |
A wall held if the session never closed through the level I published that morning. Every graded session appears — the ones that held and the ones that broke. I don't publish a combined accuracy score: the gamma-flip leg of it isn't graded yet, and averaging an ungraded leg in would make the number say something I can't stand behind. Full data + the exact grading rules: /data/scorecard. Days without a same-day morning snapshot are skipped, never estimated.
These walls, on the chart you already trade
This page gives you the headline levels once a day, frozen. Pro rebuilds them through the session per strike, draws them on the terminal beside the ladder, the footprint and the tape, and puts the same levels inside Sierra Chart, NinjaTrader 8, Quantower or MotiveWave on one key.
The same Nasdaq-100 book in the other coordinates — one capture, carried to the futures on the live basis and re-projected into the ETF:
The other books captured this morning:
The same walls, drawn on the chart you already run: the bridge studies put these levels inside NinjaTrader, Sierra Chart, Quantower and MotiveWave. The full picture — per-strike gamma, the intraday rebuilds, the whole terminal — is Pro.
