RTY Futures Statistics 2026

RTY is the third market I trade every morning, next to ES and YM. It's the most volatile of the four index futures in percentage terms this year, which is exactly why guessing at its range gets expensive. The best public figure I could find averages every day since 1993, which tells you nothing about this year.

So here's the same breakdown I keep for ES, built the same way as the ES statistics page and updated every month.

Everything below comes from 1-minute bars of the front-month contract, January 2 to September 30, 2026. I add a row when each month closes.

RTY Average Daily Range by Month

ETH is the full Globex session. RTH is 9:30 AM to 4:15 PM ET, where RTY does most of its business. All figures in index points, so multiply by $50 for one RTY contract or $5 for one M2K.

The spread between months is bigger than people assume. March days were more than twice as wide as August days on the full session, so a stop that fit March was badly oversized in August. That's the argument for sizing off current range rather than a number you picked once and never revisited.

The other one is April. It printed the year's biggest gain (+302.2 points) on a below-average daily range, which is what a grinding trend month looks like. Big monthly moves and big daily ranges are not the same thing.

RTY vs ES, NQ and YM: Range in Points, Dollars and Percent

The same numbers for all four index futures, computed the same way over the same 187 sessions. Click a market to see its full page.

Points don't compare across markets, so start with the share of price. RTY moved 1.53% of its price on an average cash session, against 0.98% for ES, which makes it the most volatile of the four in percentage terms.

Per contract it flips. One RTY covered about $2,130 on an average day, about 60% of one ES ($3,530), because the index trades at a much lower price. The chart moves more in percent, the contract moves less in dollars, and it's the dollars your stop and your account feel.

The row I'd look at twice is the first hour. 64.2% of RTY's cash-session range is in by 10:30, against 55.5% for ES. RTY is more front-loaded than ES: the open does more of the day's work and the afternoon does less, and its opening half hour runs at 2.7 times the volatility of its quietest one, against 2.1 for ES.

RTY Volatility by Time of Day

This is the chart I'd show anyone who asks why I trade the morning. Each bar is the average range of a 15-minute candle in that half hour, across all 187 days.

The shape is the whole point. The opening half hour averages 14.8 points per 15-minute bar. By 2:30 PM that's down to 5.54, and it barely recovers into the close (6.1 in the 3:30 half hour), even though volume in that block (11,445 contracts per 15-minute bar on average) makes it the second busiest half hour of the day, at 88% of the opening half hour's 13,025. The close brings volume, not much range.

So the midday lull is real and it's measurable. If you're taking the same size and the same targets at 1:00 PM as you do at 9:45, RTY is giving you about half of the movement to work with. I wrote more about the Russell 2000 contract itself in RTY Futures Explained.

Initial Balance: What Happens After the First Hour

The initial balance is the range built in the first hour, 9:30 to 10:30 ET. Profile traders use it as the day's reference, so the useful question is how often the rest of the session breaks it, and by how much.

The number I'd put in front of a beginner is that 5.3%. Roughly one day in 19 stays inside the first hour's range. If you fade the IB edges as a default, you're taking the wrong side of a very lopsided statistic, and the average break runs another 12.5 to 14.2 points past the edge.

The first hour set the day's high 44% of the time and the day's low 42%, close enough that the morning doesn't favour one side. And when a day does extend both ways (19.3%), that's the neutral day from the market profile guide: both sides tried, neither finished the job.

Overnight Range, Prior Day Levels and Gap Fill

I mark the same handful of prices every morning. These are the odds each one gets touched during the cash session.

Only 5.9% of sessions stayed inside the overnight range. The cash session took out the overnight high on 61% of days and the overnight low on 57%, so those two lines do real work almost every morning. How to read the overnight session is in my premarket guide.

Then the gap fill rate. In 2026 an up gap in RTY returned to the prior close in the same session 61.2% of the time and a down gap 57.1%. Better than a coin flip, but nothing like "always." That's the highest fill rate of the four index futures, and it still leaves a lot of gaps that never came back.

When the Day's High and Low Get Made

For each of the 187 sessions I found the half hour that produced the RTH high and the one that produced the low.

The distribution has two humps. The opening half hour alone produced 32.1% of the year's lows and 35.8% of its highs. Then it dries up through the middle of the day: the 2:00 PM hour made the day's high or low on 5.9% of sessions each, before the 3:00 PM hour picks up again with 17.1% of the highs and 11.2% of the lows.

Read together with the volatility chart, that's the same story twice: the extremes and the movement both live at the edges of the session.

Rotations and Day Character

Rotation is a vague word, so here's a testable version of it: how many times does price close a 15-minute bar on the opposite side of the opening price from the bar before?

More than half of all sessions crossed the opening price once or not at all (57.2%). Price picked a side early and mostly stayed there. Genuine two-way chop, eight crossings or more, happened on 2.7% of days, though when it happens it really happens: one session managed 11.

Chop feels like it dominates when you're in it. It doesn't. It's just far more memorable than a day that went one direction and left you alone.

RTY Range by Day of the Week

Thursday has been the widest cash session this year at 46.56 points and Monday the narrowest at 40.24, though a 6.3 point spread across 35 to 39 sessions each is not something I'd bet real money on. What makes it more interesting is that Thursday was the widest cash session in all four index futures, ES, NQ, YM and RTY.

The Monday number is the useful one. Its full session runs 16.9 points wider than its cash session, the biggest difference of any weekday. That's the Sunday evening reopen absorbing two days of weekend news, and a reminder that the overnight session does real work before you sit down.

How I Use These Numbers

Sizing stops against current range. When the average RTY day is 56.2 points, as it was in June, a 4 point stop is noise and gets hit constantly. When the average day is 27.2, as it was in August, that same stop is reasonable. I look at the last month's average before deciding what a normal stop should cost me, which is the same logic I lay out in risk management.

Judging targets. If the first hour has already produced 28 points and the last month averaged 31.4 for the whole cash session, the easy move is behind me. That doesn't mean the day is over, but I stop expecting continuation and start expecting rotation.

Knowing when to stop trading. The volatility curve is why my session ends around 11:30. By 2:30 PM, RTY is moving about a third as much per bar as it did at the open, for the same attention and the same risk.

Not fading things that rarely hold. The first hour's range breaks on 94.7% of days and the overnight range on 94.1%. So when price reaches one of those edges I'm looking for a continuation read first and a reversal read second, which is the opposite of how most people treat a level. The order flow at the edge still decides it, but the base rate tells me which outcome to expect while I'm waiting.

Methodology

If you're going to cite these numbers, here's exactly how they're built.

• Source: CME trade data for the RTY contract (via Massive), built up from 1-minute bars into sessions, half hours and 15-minute bars.
• Contract: front month throughout, spliced at the volume crossover rather than on expiration day. In 2026 that means RTYH6 to March 13, RTYM6 from March 16 to June 12, RTYU6 from June 15 to September 11, and RTYZ6 from September 14.
• Sessions: ETH is the full Globex session. RTH is 9:30 AM to 4:15 PM ET, matching the equity index futures day session that ends at the 4:15 halt. First hour is 9:30 to 10:30 ET.
• Time zone: all session boundaries are in US Eastern with the March 8 daylight saving change handled, so the RTH window is correct on both sides of it.
• Holidays: Martin Luther King Day, Presidents Day, Memorial Day, Juneteenth, July 3 and Labor Day don't appear as sessions of their own. CME either closes or gives the hours traded on a market holiday the next business day's date, so the full-session range of the day after includes them. Good Friday (April 3) only traded a short overnight session with no cash session and is not counted. Any session trading under 40,000 contracts is excluded as a partial day. No session in this period fell below that line.
• Net change: the sum of daily close-to-close moves within each contract, so the price gap between the old and new contract at each roll doesn't distort the monthly figure.
• Ranges: simple high minus low for the session in question, in index points. Multiply by $50 for dollars per RTY contract, or $5 for M2K.
• Initial balance: the high and low of 9:30 to 10:30 ET. An extension means any bar after 10:30 traded beyond that level. A day counts as staying inside the IB only if neither side was exceeded for the rest of the session.
• Gap fill: measured from the RTH open against the prior session's RTH close. A fill means price traded back through that closing price at any point in the same cash session.
• Overnight levels: the high and low of the Globex session from 6:00 PM ET the previous evening to 9:30 ET, tested against the cash session that follows. "Takes out" means trading beyond the level, not just touching it.
• Rotations: the number of times consecutive 15-minute closes flip from one side of the RTH opening price to the other. Bars closing exactly at the open are ignored rather than counted as a flip.
• Comparison table: ES, NQ, YM and RTY are all computed by the same script with the same definitions, over the same sessions.

Use This Data

All of it is free to use in your own research, blog, newsletter or video. The only thing I ask is a link back to this page so people can check the methodology for themselves.

Cite it

Embed the volatility chart

The chart from the time of day section, ready to drop into a post. It stays current as I update the data each month.

Download the numbers

The monthly table as a CSV, with the methodology notes in the footer rows.

Download rty-futures-statistics-2026.csv