Market Structure

AMT Session Tracker

Running session high, low, and midpoint for configurable sessions

Tracks and displays the running high, low, and midpoint for five independently configurable trading sessions: US RTH, Overnight, London, Asian, and Initial Balance. All levels are drawn as dashed lines with color-coded identification.

AMT Session Tracker on a Sierra Chart

The Concept

Different trading sessions develop their own ranges. The US RTH session defines the domestic range, London defines the European range, and the Overnight session captures globex activity. The high and low of each session act as natural support and resistance levels. Session Tracker automatically computes these levels in real-time so you can see where each session's boundaries are developing.

How to Read It

Each session shows three levels: High, Low, and Mid.

  • Session High/Low define the range for that session — breakouts signal range extension
  • Session Mid is the midpoint of the range — price above mid leans bullish for that session, below leans bearish
  • Initial Balance (first hour) is especially important — IB range extension is a key AMT concept
  • Overnight High/Low are frequently tested during the US open

Practical Tips

All session times are fully configurable — adjust them to match your exchange and timezone. The default times are set for US Eastern CME futures. Enable only the sessions you actively reference to keep the chart clean. Each session uses a distinct color: white for US RTH, purple for Overnight, gold for London, cyan for Asian, orange for Initial Balance.

Input & Settings

1Enable US Session

Enables tracking of the US RTH session. Default: Yes.

2US Session Start

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

3US Session End

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

4Enable Overnight Session

Enables tracking of the Overnight session. Default: Yes.

5Overnight Session Start

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

6Overnight Session End

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

7Enable London Session

Enables tracking of the London session. Default: Yes.

8London Session Start

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

9London Session End

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

10Enable Asian Session

Enables tracking of the Asian session. Default: Yes.

11Asian Session Start

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

12Asian Session End

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

13Enable Initial Balance

Enables tracking of the Initial Balance period. Default: Yes.

14Initial Balance Start

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

15Initial Balance End

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

Subgraphs

1RTH High

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

2RTH Low

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

3RTH Mid

Default: Dash (dotted). The midpoint of the US RTH session range.

4ON High

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

5ON Low

Default: Dash. The low of the Overnight session, displayed in purple.

6ON Mid

Default: Dash (dotted). The midpoint of the Overnight session range.

7London High

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

8London Low

Default: Dash. The low of the London session, displayed in gold.

9London Mid

Default: Dash (dotted). The midpoint of the London session range.

10Asian High

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

11Asian Low

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

12Asian Mid

Default: Dash (dotted). The midpoint of the Asian session range.

13IB High

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

14IB Low

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

15IB Mid

Default: Dash (dotted). The midpoint of the Initial Balance range.

Free with the AMT Toolkit

This study is part of the AMT Toolkit — a free collection of Sierra Chart studies for orderflow, market structure, and chart utilities.

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