NFP is Back!Here's how to map out your playbook with stats

Wait 5 sec.

NFP is Back! Here's how to map out your playbook with statsE-mini S&P 500 FuturesCME_MINI:ES1!JeffBoccaccioHOW TO USE NFP RANGE STATS TO PREPARE YOUR PLAYBOOK There has not been a Non-Farm Payroll release since Friday 5 September 2025. Due to the government shutdown the September report that was originally set for Friday 3 October was postponed. It will finally be released on Thursday 20 November - a 48 day delay. With uncertainty around the labour data higher than usual it helps to know what “normal” looks like for ES S&P Futures. The table shows historical ranges after the 08:30 ET release on a 30-minute chart: 1 bar (30mins), 2 bars (60mins) 3 bars (90mins), 4 bars (2hrs), 8 bars (4hrs) and 15 bars (up to ~16:00 ET). The stats are based on the last 21 NFP releases (approx 2-years). If you think this would be useful as a script you can run yourself let me know (boost and drop a comment) and if there's enough interest I'll see if I can publish something. WHAT THE COLUMNS MEAN Avg - the typical move for that window based on past NFPs StdDev - the variability around that average Avg + 1 StdDev and Avg - 1 StdDev - quick upper and lower guardrails for a “normal” day Min / Max - historical extremes in the sample WAYS TO USE IT 1) Set guardrails for price discovery Use Avg + 1 StdDev as a first “stretch” expectation for the window you trade. If price pushes beyond that level early you know we are outside normal and can adapt position size and expectations. 2) Pre-plan targets and emergency exits Before 08:30 ET map a base scenario. Example for ES: if the 30m Avg post-release is X then a first take-profit can sit near X and a stretch target near Avg + 1 StdDev. Place an emergency stop beyond the Avg - 1 StdDev line if fading the first move. 3) Size positions to volatility Translate the Avg 30m range into ticks or points and size so that a typical NFP bar does not exceed your defined risk. If your stats say the first 30m averages 9 points on ES do not run a size that cannot survive a 9-12 point swing. 4) Choose a playbook by window 1 bar (30m) - breakout or first-reaction mean-reversion 2-4 bars (60-120m) - continuation or reversal probabilities stabilise around the Avg envelope 8-15 bars - when the full session range is already at or beyond Avg + 1 StdDev be cautious chasing late moves With the report 48 days late the probability of surprise is elevated. Go into the print with your ranges pre-mapped and your position sizing tied to those Avg and Avg ± StdDev bands. Clarity beats adrenaline. REMINDER: If you think this would be useful as a script you can run yourself let me know (boost and drop a comment) and if there's enough interest I'll see if I can publish something.