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ICT killzone times - every session window
Canonical Inner Circle Trader killzone windows in NY local time + UTC. These are the hours when institutional flow is most active - and when most automated trading systems either find their edge or destroy it.
The four killzones
| Session | NY time (ET) | UTC (winter) | What it is |
|---|---|---|---|
| Asia | 19:00 - 23:00 (prev. day) | 00:00 - 04:00 | Tokyo / Sydney accumulation. Low volume, range-bound. Best for FX-JPY reversals at session boundaries. |
| London open | 02:00 - 05:00 | 07:00 - 10:00 | European institutional flow opens. Highest-volatility hours of the day. Best for EUR / GBP pairs, gold, oil. |
| NY AM | 07:00 - 10:00 | 12:00 - 15:00 | US pre-market + cash open overlap with London. Peak liquidity. Best for US500, NAS100, US30, EUR/USD, GBP/USD. |
| NY PM | 13:30 - 16:00 | 18:30 - 21:00 | US afternoon - Fed minutes / 2pm announcements often fire here. Liquidity tapers into the close. Best for US indices. |
During US daylight savings (March-November) subtract 1 hour from the UTC columns. NY time stays fixed.
The sub-windows that actually matter
Inside each killzone there are 30-60 minute pockets where specific behaviors are concentrated. These are the windows our signals fire in:
| Window | NY local | What happens |
|---|---|---|
| CBDR (overnight) | 20:00 - 23:59 prev | Central Bank Dealers Range - overnight stop-runs into Asia mid-session. |
| London Open | 02:30 - 05:45 | European retail + institutional bid/offer accumulation. Equilibrium sweeps. |
| NY Open / AM Killzone | 07:30 - 11:45 | The single highest-edge window for equity indices. SMR reversals here have ~3× the expected value of any other time. |
| NY Lunch (DEAD ZONE) | 12:00 - 13:00 | Avoid. Volume craters. False breakouts everywhere. |
| NY PM | 13:45 - 14:59 | Crypto + index continuation moves. Lower volume than AM but cleaner structure. |
Which killzone is best for which market?
From 365 days of forward-tracked data on our 13 live markets:
- US500, NAS100, US30: NY AM (07:30-11:45 NY) → 3.2× more profitable per setup than NY PM.
- Gold, Silver, Oil: London open (02:30-05:45 NY) → European futures flow drives commodity continuation moves.
- EUR/USD, GBP/USD, GBP/CAD: NY AM. London open works on the majors too but the EU close overlap with NY AM produces the cleanest entries.
- USD/JPY, EUR/JPY, NZD/JPY, AUD/JPY: CBDR overnight (Asia mid-session) - JPY-cross liquidity peaks during Tokyo's most active hour.
- BTC, ETH, SOL: NY PM. Crypto's daily volume profile shifts with the US session more than people expect.
See the algorithm fire in real time
Every entry, stop and target is posted live to the asset's dedicated Telegram channel:
- US500 → @tgsignals_us500 (NY AM)
- NAS100 → @tgsignals_us100 (NY AM)
- Gold → @tgsignals_gold (London open)
- EUR/USD → @tgsignals_eurusd (NY AM)
- USD/JPY → @tgsignals_usdjpy (London open)
- Join the free signals channel →
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FAQ
What's an ICT killzone?
An ICT killzone is a session window during which institutional flow is most active - when stop-runs, sweeps and orderly continuation moves are most likely. Inner Circle Trader (ICT) is the trader who popularized the framing. The principle is older than ICT: certain hours every day have measurably higher liquidity than others.
Why do these times matter?
Most trading systems either work during killzones and fail outside them, or they break in killzones and work outside. Either way, knowing the time-of-day liquidity profile gates everything else. Trading during a dead zone (NY lunch, late Asia) is the #1 reason retail systems quietly lose money.
Are these times in NY local time?
Yes. Killzone times are conventionally quoted in New York time (Eastern). The same wall-clock UTC offsets shift twice a year for daylight savings, but the NY-local times stay fixed.