Should I use the full CME day or regular trading hours for ES profiles?

Both are legitimate and answer different questions. The full day includes all the volume that traded in the contract; the regular-hours profile focuses on the period when most participants are active and is what many Market Profile references use. Pick one, label it, and compare like with like.

Why does my session profile change when I load more history?

If the session is detected from a gap in the loaded bars, loading more history can change where the detected session starts. Anchoring the profile on the exchange's session open, such as the CME day at 17:00 Chicago time, removes that dependence.

Session volume profile

A session volume profile is a volume profile computed for each trading session, so that every day has its own distribution, point of control and value area. Its meaning depends entirely on how the session is defined: the full CME trading day from 17:00 Chicago time, the regular trading hours only, or another convention give different profiles for the same market.

Senzoukria · Glossary · Updated September 2026

The session is part of the definition

A profile answers the question of where trading happened during a period, so choosing the period is choosing the question. On CME index futures, the trading day runs from 17:00 Chicago time to 16:00 the next day, with a daily break. A profile of that whole day includes the overnight hours; a regular-hours profile, 8:30 to 15:00 for US index futures, leaves them out. On a 24/7 crypto market, no exchange session exists at all, and a boundary such as 00:00 UTC has to be imposed.

A worked example

Overnight, an index future trades heavily around 4,990.00 while Europe reacts to news, then the regular session rotates between 5,000.00 and 5,015.00. The regular-hours profile has its point of control near 5,008.00 and a value area above 5,000.00. The full CME day profile, which includes the overnight volume, puts its point of control at 4,990.00 and a much wider value area. Traders quoting 'yesterday's POC' may be quoting either, which is why the session definition belongs next to any level.

In Senzoukria

The Volume Profile overlay is enabled by default with its 'Period' set to 'Session', which cuts the profile at the first gap of 45 minutes or more in the loaded history; its hint says so, and on a feed without such a gap the session can reach further back than the real day. 'CME day (17:00 CT)' anchors on the most recent 17:00 Chicago open, with daylight saving handled by time zone. Fixed windows ('1 hour', '4 hours', 'Daily', '3 days', 'Weekly', 'Custom' in minutes) are blocks of that length counted from the Unix epoch: 'Daily' starts at 00:00 UTC, and 'Weekly' is a block of 10,080 minutes that begins on Thursdays at 00:00 UTC rather than a CME trading week. '3 months' and '6 months' roll back 90 and 180 days from the last loaded bar and report their coverage, and 'Visible range' follows the zoom. Regular-hours and named-session profiles are available on the Market Profile (TPO) overlay, through its 'RTH indices (8:30–15:00 CT)' and 'Sessions NY / London / Asia' periods.

Common mistakes

Comparing a level from a regular-hours profile with one from a full-day profile.
Reading a profile whose history is incomplete: bars without price-level detail add nothing, and a partial session looks like a thin one.
Assuming a 'weekly' profile follows the exchange's trading week without checking how the period is cut.
Applying futures session habits to crypto without choosing an explicit boundary.

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Frequently asked questions

Should I use the full CME day or regular trading hours for ES profiles?: Both are legitimate and answer different questions. The full day includes all the volume that traded in the contract; the regular-hours profile focuses on the period when most participants are active and is what many Market Profile references use. Pick one, label it, and compare like with like.
Why does my session profile change when I load more history?: If the session is detected from a gap in the loaded bars, loading more history can change where the detected session starts. Anchoring the profile on the exchange's session open, such as the CME day at 17:00 Chicago time, removes that dependence.

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