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Crabel's Stretch on 24 hr markets

I learned recently about Toby Crabel's ORB (opening range breakout) entry system for narrow range days. I believe for ym the pivots and data posted at are based on 7pm to 5pm 24hr trading. So, looking at today as an example the 'stretch' is 58 points for the ym and 38 for the cash dow. During summer hours there are a lot of overnite gaps of 40 to 100 points and often the market continues in the same direction all day rather than filling the gap on the same day. So, I'm curious - should the ym stretch be used from the 7 pm open or the 9:30 open, or would it be best to use the dow stretch with the dow open to enter the ym ... Any ideas or thoughts from traders who use or have studied this method ?
Crabel's original ORB statistics are based on data gathered from floor trading, thus regular trading hours. Volume patterns around the time of the open tend to support the idea of sticking with the RTH (9:30am) open when applying his methods.

The probability tables Crabel generated for his work are based on data from 1970-1989, thus are a bit dated at this point in time. A new set of probability tables would be advisable before trading using the methods. A second study comparing 24 hour data with RTH data may also be of interest.

The ORB concepts are still valid today, and what you can learn from his work is a way of looking at price action, specifically price action around the open of the trading session. I feel this perspective is as valid today as it was when the original work was published.
I agree with pt_emini about his methods and the price patterns still being valid. I don't disagree with his opinion on RTH being better (although logically this does sound right) but I completely agree that a comparison of the two needs to be done. Once someone does this it will give us a better idea about combining these figures in our opening trades.