ES 06-26 — Live Signal | 2026-03-25 11:58 ET

2026-03-25 11:58 ET | Price: 6659.75 | Spread: 1 tick | All 7 ML Models Active | Mid-Morning Session

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LONG BIAS — 75.9% | RANGING / CHOPPY

ML says long but market is dead-flat ranging. ADX 9.8 = no trend at all. Bollinger squeeze building. Wait for breakout direction.

Quality Score

81.3

Entry Timing

~8 bars

Price

6659.75

Bid: 6659.75 | Ask: 6660.00

Session range: 6634.75 – 6681.50

+60.25 from yesterday's 6599.50 low

ML Combined

LONG

Long: 65.9% Short: 22.6%

Bias: Bullish

Regime

RANGING

ADX: 9.8 Strength: Very Weak

Ranging model confirms: 64.8%

Order Flow (OHLCV Est.)

+125

Cum Delta (10 bars) — slight net buying

OF Score: −24.8 Avg: +9.0 Trend: Bearish

ML Model Signals

Technical Indicators

Trend

EMA 9	6658.8	Price right at it
EMA 21	6659.2	Price right at it
EMA 50	6658.2	Price right at it
EMA Cross	−1	BEAR
SuperTrend	−1	BEAR
MACD Hist	+0.06	Flat / neutral

Momentum

RSI 14	50.7	Dead neutral
RSI 7	52.8	Neutral
Stochastic	50.7	Dead neutral
CCI	+52.7	Neutral
ADX	9.8	🔴 No trend at all

Volatility

ATR 14	4.92	Low
Norm ATR	0.074%	Compressed
BB %B	0.62	Middle of bands
BB Width	0.0018	💥 Extreme squeeze

Volume

Volume	586	0.30x avg — very low
Vol Trend	0.65	Declining
Patterns	None	—
Footprint	Offline	OHLCV estimates only

Session Price Action (RTH)

10:50 6652.00 ▼ Drop from 6657, tested 6649.50 low
10:55 6652.75 → Holding at lows
11:00 6659.25 ▲▲ Bounce +6.50 (vol 6,471 — highest bar)
11:05 6664.25 ▲ Continuation to 6668.25 high
11:10 6660.75 ▼ Pullback, gave back half
11:15 6660.75 → Flat at 6660.75
11:20 6660.75 → 3 consecutive 6660.75 closes = range-bound
11:25 6658.75 ▼ Slight drift
11:30 6656.00 ▼ Testing lower range
11:35 6655.75 → Holding 6654–6658
11:40 6659.25 ▲ Bounce back to mid-range
11:45 6654.50 ▼ Back to lows
11:50 6658.75 ▲ Another bounce
11:55 6661.00 ▲ Slight push higher
12:00 6659.75 → Settling at mid-range (current)

Key Price Levels

Price	Level	Type	Distance
6681.50	Session High	Resistance	+21.75
6678.00	VAH	Resistance	+18.25
6668.25	11:05 swing high	Resistance	+8.50
6661.00	Range top (11:00–12:00)	Resistance	+1.25
6659.75	CURRENT PRICE ≈ EMA 9/21/50 cluster	HERE	—
6656.75	POC	Support	−3.00
6654.25	Range bottom	Support	−5.50
6649.50	10:50 low	Support	−10.25
6639.50	VAL	Major Support	−20.25
6599.50	Yesterday Session Low	Major Support	−60.25

Signal Confluence

Bullish Factors

● ML long: 65.9%

● Regime model confirms: 64.8%

● Quality score 81.3 (high)

● Cum delta (10 bars): +125 (slight buying)

● OF average: +9.0 (mildly bullish)

● RSI / Stoch / CCI all neutral — room for either direction

● BB width 0.0018 — extreme squeeze = big move coming

● Yesterday's V-recovery intact (+60 from low)

Bearish / Caution Factors

● ADX 9.8 — no trend exists. Dead chop.

● EMA cross −1, SuperTrend −1

● 3 bars closed at exact same price (6660.75) — no conviction

● Volume 0.30x avg — very thin

● Volume trend declining (0.65)

● Latest OF score: −24.8 (selling spike)

● Footprint offline — no real order flow data

● Approaching lunch (12:00–14:00 ET) — worst hours

Pre-Trade Checklist

✔ ML prediction UP ≥ 60% — 65.9%
✘ SuperTrend UP — DOWN (−1)
⚠ Footprint delta positive — Footprint offline, OHLCV estimate only
✔ No sell absorption detected
✔ RSI between 35-65 — 50.7
✘ Regime not volatile — ADX 9.8 = dead chop (skip per rules)
✘ No lunch hours — 12:00 ET now — entering lunch
⚠ OF score > 0 — Avg +9.0 but latest −24.8

Score: 3/8 confirmed, 2/8 caution, 3/8 failed — checklist fails

Trading Decision

SKIP — No Trade During Chop + Lunch

ADX 9.8 — per CLAUDE.md rules: “ADX < 15 AND efficiency < 0.1 = dead chop → SKIP”
Entering lunch hours (12:00–14:00 ET) — avoid per session rules
SuperTrend and EMA cross both bearish — conflicting with ML long signal
Volume at 0.30x average — extremely thin, unreliable moves
Bollinger squeeze at 0.0018 — a breakout is building but hasn't happened yet
Footprint offline — trading without real order flow is risky

Afternoon Plan (14:00+ ET):
The Bollinger squeeze will resolve in the afternoon session. Watch for:
• Breakout above 6665 with ADX climbing above 15 → LONG targeting 6678 (VAH) then 6681 (session high)
• Breakdown below 6654 with volume spike → SHORT targeting 6639 (VAL)
• Re-check at 14:00 ET when volume returns

Key Observation:
Price is coiled between 6654–6661 for the last 60+ minutes with all EMAs converging at 6658–6659. This is a textbook squeeze. The breakout direction will be the trade. Don't guess — wait for it.

Model Specifications

Model	Type	Accuracy	Training
Long Setup	XGBoost Classifier	57.4%	58K bars, 59 features, setup mode (6t/20b)
Short Setup	XGBoost Classifier	57.2%	58K bars, 59 features, setup mode short
Regime-Trending	XGBoost Classifier	57.1%	23K trending bars only
Regime-Ranging	XGBoost Classifier	56.9%	35K ranging bars only
Quality Scorer	XGBoost Regressor	MAE 42.1	58K bars, corr 0.13
Entry Timing	XGBoost Regressor	MAE 5.6b	58K bars, corr 0.21

Data: ES 03-26 1-min bars with real tick delta | Top features: norm_atr, regime_norm_atr, atr_14, supertrend_dir, cum_delta