Market Structure

Session High-Low Tracker

Tracks and displays session highs and lows across trading sessions

Automatically tracks and displays the high, low, and midpoint of five configurable trading sessions — US, London, Asian, Overnight, and Initial Balance. Each session has independently configurable start/end times and includes body high/low levels. All levels are drawn as dashed lines with labels for quick identification.

Session High-Low Tracker on a Sierra Chart

The Concept

This study automatically tracks the developing high, low, midpoint, and body extremes for five independently configurable trading sessions. In AMT methodology, session boundaries are key structural levels — the overnight high/low, London range, and Initial Balance define the framework for reading intraday balance and range extension.

How to Read It

Dashed lines mark key levels for each enabled session with distinct colors.

  • Session High/Low define the range for that session — breaks signal range extension
  • Session Mid represents the center of the range — price above leans bullish, below leans bearish
  • Body High/Low mark the highest and lowest candle closes, filtering out wick noise
  • Initial Balance (first hour) is especially significant — IB range extension is a core AMT concept

Practical Tips

Configure session times to match your exchange and timezone — defaults are set for US Eastern CME futures. Enable only the sessions you actively reference to keep the chart readable. Each session uses a distinct color for quick identification. Combine with AMT Balance for a complete structural framework.

Input & Settings

1Enable US Session

Enables tracking of the US session high, mid, and low. Default: Yes.

2Enable London Session

Enables tracking of the London session high, mid, and low. Default: Yes.

3Enable Asian Session

Enables tracking of the Asian session high, mid, and low. Default: Yes.

4Enable Overnight Session

Enables tracking of the Overnight session high and low. Default: Yes.

5Enable Initial Balance

Enables tracking of the Initial Balance high, mid, and low. Default: Yes.

6US Session Start

Start time for the US session. Default: 06:30.

7US Session End

End time for the US session. Default: 13:59.

8London Session Start

Start time for the London session. Default: 00:00.

9London Session End

End time for the London session. Default: 08:29.

10Asian Session Start

Start time for the Asian session. Default: 16:00.

11Asian Session End

End time for the Asian session. Default: 22:59.

12Overnight Session Start

Start time for the Overnight session. Default: 15:00.

13Overnight Session End

End time for the Overnight session. Default: 06:29.

14Initial Balance Start

Start time for the Initial Balance period. Default: 06:30.

15Initial Balance End

End time for the Initial Balance period. Default: 07:29.

Subgraphs

1US Session High

Default: Dash. The high of the US session, displayed in white.

2US Session Mid

Default: Dash. The midpoint of the US session range.

3US Session Low

Default: Dash. The low of the US session.

4US High Body

Default: Dash. The highest candle body (close) within the US session.

5US Low Body

Default: Dash. The lowest candle body (close) within the US session.

6London Session High

Default: Dash. The high of the London session, displayed in yellow.

7London Session Mid

Default: Dash. The midpoint of the London session range.

8London Session Low

Default: Dash. The low of the London session.

9London High Body

Default: Dash. The highest candle body within the London session.

10London Low Body

Default: Dash. The lowest candle body within the London session.

11Asian Session High

Default: Dash. The high of the Asian session, displayed in cyan.

12Asian Session Mid

Default: Dash. The midpoint of the Asian session range.

13Asian Session Low

Default: Dash. The low of the Asian session.

14Asian High Body

Default: Dash. The highest candle body within the Asian session.

15Asian Low Body

Default: Dash. The lowest candle body within the Asian session.

16Overnight High

Default: Dash. The high of the Overnight session, displayed in magenta.

17Overnight Low

Default: Dash. The low of the Overnight session.

18Overnight High Body

Default: Dash. The highest candle body within the Overnight session.

19Overnight Low Body

Default: Dash. The lowest candle body within the Overnight session.

20Initial Balance High

Default: Dash. The high of the Initial Balance period, displayed in orange.

21Initial Balance Mid

Default: Dash. The midpoint of the Initial Balance range.

22Initial Balance Low

Default: Dash. The low of the Initial Balance period.

23IB High Body

Default: Dash. The highest candle body within the Initial Balance period.

24IB Low Body

Default: Dash. The lowest candle body within the Initial Balance period.

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