NQ 50-Tick Gap Fill Statistics: How to Measure and Trade Them (2026)

"What percentage of NQ gaps fill?" is one of the most-searched questions in futures trading — and most answers floating around are numbers with no source, no period and no definition of "gap". This article won't hand you a magic percentage: it gives you the exact methodology to measure your own fill rate on 50-tick charts, which is the only statistic you should ever trade.

What a gap is on a 50-tick chart

A 50-tick chart prints a candle every 50 transactions, not every X minutes. On NQ (Nasdaq-100 futures) that means very fast candles at the open and slow ones in dead hours. A gap here is the difference between one candle's close and the next candle's open — which on a tick chart only happens meaningfully at specific events: the reopen after the CME daily halt (17:00–18:00 ET), the weekend, or macro prints that move the whole book at once.

Why "90% of gaps fill" is useless

• No definition, no statistic. Gap from settlement? From the regular-session close (16:00 ET)? From the last overnight trade? Each reference produces different numbers.
• Size matters. 10–20 tick gaps behave nothing like 200+ tick gaps. A blended average describes neither and trades neither.
• Regimes change. The fill rate of a strong trend year is not the fill rate of a range-bound year. Any number without a period attached is noise.

The methodology: measure your own rate

1. Fix the reference. Cleanest for NQ: the CME daily settlement. Intraday alternative: the regular-session close at 16:00 ET.
2. Define "filled". Price touches the exact reference (100% fill) or a fraction of the gap (50%, 75%). Decide before measuring and never change it mid-sample.
3. Bucket by size in ticks. Suggested buckets: 0–25, 25–50, 50–100, 100–200, 200+. Fill rate decays as gap size grows — you'll see the curve in your own data.
4. Log the fill's time window. Did it fill in the first hour of the regular session? Before noon? Same day at all? Tradability depends on when, not just whether.
5. Minimum 100 sessions. Below that, the confidence interval is so wide that any conclusion is premature.

Turning the table into trading rules

Once you have your table (size bucket × fill rate × time window), the rules write themselves. Example structure (with YOUR numbers, not anyone else's): "25–100 tick gaps against settlement: enter at the regular-session open toward the fill, stop at 1.5× the gap size, target the full fill, invalidate if not filled by 12:00 ET". Then backtest it like any strategy: with commission, slippage and out-of-sample data — our walk-forward guide covers how to avoid curve-fitting.

The risk: the gap that never fills

Unfilled gaps cluster on strong trend days — exactly when fading hurts most. That's why the stop is not optional and position size must assume the worst case comes in a streak. On NQ each tick is $5 per contract: a 150-tick stop is $750. Under a 1% risk rule on a $50,000 account, that's one contract, with no room to average down.

Related: NQ/ES futures on TradingView · walk-forward validation · tick data vs OHLC.

Educational content. No profitability guaranteed. Futures trading carries a high risk of capital loss.