Market Structure (ICT)
Killzones / Session Timing
Named intraday windows, the Asian range, the London killzone, the New York killzone, the London close, are a claim about when the largest moves tend to cluster. This page has no trade in it, only the volatility bookkeeping.
Scrub the day, watch the range shift windows
The strip below spans one simulated 24-hour session split into five labeled windows. Drag the scrubber across it and the candlestick tape underneath highlights in sync, bar by bar. Each window's box already shows its live share of the day's total realized range, that window's summed high-minus-low as a percent of the whole day's summed range. Roll a new day to reshuffle the volatility and see how much the percentages move around.
00:00 in Asian Range
How it works
- A "killzone" is a named block of clock hours, nothing more exotic than that. Asian Range, London Killzone, New York Killzone, and London Close are labels for fixed windows of the day, nothing more exotic than that. This page uses generic session hours rather than any single exchange's official schedule.
- Volatility contribution is that window's range divided by the day's total range. Every bar's high minus low gets summed inside its own window, then each window's sum is divided by the sum across the whole day and shown as a percent. All five windows always add up to 100%.
- Killzones tend to contribute more range, on average, because more participants are active then. London and New York overlap with the deepest liquidity and the most scheduled news, so this simulation weights their typical volatility higher than quiet overnight hours, which is the entire claim behind naming them killzones in the first place.
- "Tends to" is not "always." Each simulated day still applies real randomness on top of that base weighting, so on some days the Asian session or the overnight stretch ends up contributing more range than either killzone. Roll enough days and you'll see it happen.
- This is a volatility map, not a trade signal. Knowing which hours usually move the most tells you when to pay closer attention, it says nothing about direction, and a price-only chart can measure size and structure but not real volume or which participants were actually behind a given window's range.
Where this breaks
Fixed clock windows don't track where the real activity actually happens
Real markets don't obey clean hour boundaries. News releases, options expirations, and index rebalances can dump a session's entire range into a five-minute stretch that falls just outside a killzone's official start or end, while the "killzone" itself sits quiet. This page's windows are also generic, not tied to any specific exchange's actual session hours or daylight-saving adjustments, and the volatility weighting is a simulated tendency, not measured from a real venue. Treating "London Killzone" as an automatic promise of a big move ignores how often a real day doesn't cooperate, and it says nothing about which direction whatever range that window does produce ends up moving.