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