Time-based Liquidity Sessions

This indicator plots the three primary index futures sessions (Asia, London, New York) using fixed Eastern Time windows to help traders visually track where liquidity is most likely to build and be attacked. The goal is not to mark exchange business hours, but to highlight behavioral time blocks where sweeps, displacement, and HTF inefficiency reactions statistically occur more often.

Session Windows (ET):

Asia: 18:00 – 03:00
Range construction, slower movement, sets highs/lows often targeted later.

London: 03:00 – 12:00
Increased volatility, frequent raids on Asia range, early displacement.

New York AM: 08:00 – 12:00
Highest probability window for liquidity sweeps, HTF FVG reactions, and expansion.

New York PM: 12:00 – 17:00
Secondary continuation or controlled reversals, generally lower volatility than AM.