ICT 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: 09:30 – 12:00
Highest probability window for liquidity sweeps, HTF FVG reactions, and expansion.

New York PM: 12:00 – 16:00
Secondary continuation or controlled reversals, generally lower volatility than AM.

Purpose

Visualize session ranges and transitions.

Identify likely sweep zones (Asia High/Low, London High/Low).

Align entries with time-of-day confluence instead of price alone.

Reduce noise by keeping session boxes clean while mentally noting overlaps (especially London–NY).

Use Case
Designed for equity index futures (NQ, ES, YM). Best paired with liquidity levels, HTF inefficiencies, and displacement/FVG models to improve timing and context rather than act as a standalone signal.