ES · NQ · CME FUTURES // 1–15 min intraday

VORN
by Vince Vorn

One overlay that structures the entire New York trading day: color-coded sessions, key levels anchored to the exact candle that made them, the opening range — and liquidity sweeps tagged with the volume behind them. Everything locked to NY time, whatever timezone your chart is in.

Free & public Built for ES / NQ intraday NY-time anchored Sweeps + volume, not signal spam
TypeOverlay indicator
EngineSessions + levels + sweeps
ChartCME ES / NQ · 1–15 min
Cost$0
// the trading day

The whole 24h cycle, painted

Futures never sleep, but the day has a structure — and VORN paints all of it as soft background zones with session names pinned to the bottom of the chart. Every session's time window and color is an input.

// key levels

Levels anchored to the candle that made them

Most level indicators draw floating lines. VORN starts every line at the exact candle where the level was born — you see where yesterday's high was made, not just where it sits.

PDH · PDL · PDC

Previous day

High, low and close of the prior RTH day (9:30–16:00 NY) by default — not the exchange's Globex candle that starts the evening before. Full-session basis available as an input.

ONH · ONL

Overnight range

The 18:00 → 9:30 NY extremes, frozen at the open. The most hunted liquidity of the morning session.

ORH · ORL · MORE

Opening range & opens

Opening range — default 30 minutes, adjustable, labeled OR HIGH / OR LOW on the dashed lines — plus the weekly open and the 9:30 open itself.

Levels table

Every active level with its price, color-coded, in any corner of the chart — with an optional legend column spelling out the abbreviations for anyone still learning them.

Price-scale tags

Each level also prints on the right-hand price scale in its own color, so orientation survives even where the lines end.

Clean by design

Lines have a fixed, adjustable length instead of running to infinity — structure without the spiderweb. Levels freeze on session close and never repaint.

// liquidity sweeps

Sweeps, with the volume to back them up

A sweep is a wick through a key level that gets rejected on the close — stops run, liquidity taken, price back inside. VORN tags them the moment they complete, and tells you how much volume was behind the grab.

Tagged with everything you need

Every sweep prints the level name, the exact price, and the relative volume — “SWEEP PDH 7,794.00 | 2.7x vol”. Two levels swept on one candle merge into a single clean tag.

Hot tags on real volume

A sweep on ≥1.5× average volume turns the tag red — the market showed its hand with size. Threshold adjustable.

VOL DRY confirmation

After a high-volume sweep, if the next bars go quiet, a VOL DRY marker prints — spike into the level, no follow-through. The classic exhaustion context for a reversal watch.

High-volume badge

A live badge appears mid-right only while the current bar's volume is elevated — amber when high, red when extreme, gone when the tape is quiet.

Strict mode: if price already closed beyond a level, that level was broken — a later return is a failed breakout, not a sweep. Strict mode (on by default) refuses to tag those. Real stop-runs only.
// on the chart

What it looks like live

Soft session columns, origin-anchored level lines, the dashed opening range, sweep tags where liquidity got taken — and the table holding the day's numbers in the corner. VWAP, MA50 and MA200 included with individual toggles.

VORN on S&P 500 E-mini futures 15-minute chart showing several days of session zones, key levels, and liquidity sweep tags with relative volume
Figure 1: ES on the 15-minute across several sessions. Sweep tags print at the exact candles that ran ONH and PDL liquidity — each with the relative volume behind the grab — while the levels table keeps the current day's stack in the corner.
VORN on Nasdaq 100 E-mini futures 5-minute chart showing one full trading day with session zones, key levels and the levels table
Figure 2: One full NQ day on the 5-minute: pre-market, the highlighted Trade Zone at the open, lunch chop, power hour into the close — with PDH, the overnight extremes and the weekly open marked and priced.
// out of the box

Sensible defaults, every knob exposed

Tuned for ES and NQ on intraday timeframes. Every session window, color, threshold and toggle is an input — including a one-click White theme that repaints the background and candles for a clean light look.

The VORN input panel grouped by theme, sessions, key levels, opening range, levels table and sweep settings
Figure 3: The input panel, grouped by job — theme, sessions, key levels, opening range, the table, and the sweep engine with its volume thresholds.
Default inputs● editable
Timezone anchorAmerica/New_York
Prev day basisRTH 9:30–16:00 · or full session
Opening range30 min
Level line length120 bars
Sweep window · strict mode08:30–16:00 · ON
Volume spike / dry-up1.5x · 0.7x of 20-bar avg
OverlaysVWAP · MA50 · MA200
ThemesDark (custom) · White (classic)
Repaints levelsNo — levels freeze on session close
// get it

Free on TradingView

VORN is published as a public, free TradingView indicator. Two ways to load it:

1.Open the script page and hit “Add to chart” — Vorn By Vince Vorn →
2.Or search it inside TradingView: open Indicators, type vince vorn, and pick Vorn By Vince Vorn.
3.Load a CME futures chart — ES1! or NQ1! — on a 1–15 minute timeframe. The session logic runs on NY time automatically.

Risk disclosure

This indicator is provided free of charge for educational and informational purposes only. It is not financial advice, a recommendation, or a solicitation to trade. Session zones, key levels and sweep tags describe market structure — they do not predict future prices. Trading futures carries a substantial risk of loss and is not suitable for every investor. You are solely responsible for your own decisions and risk management.