when you read a report, two questions look the same but aren't: did price reach this level, and did price close beyond it. they give two different numbers, and knowing which one a report is using is the difference between a stat you can trust and one that surprises you live.
here's how edgeful counts a level as hit, broken, or held, report by report.
two questions, two numbers
on the break-style reports, that choice is the breakout criteria setting under customize report. on by wick, a level counts as hit the moment price trades through it intraday. on by candle close, it only counts if a candle actually closes past the level. (the by close subreport is a different thing: it shows where the day finished relative to the range.)
so a wick that pokes through a level and pulls back counts as a hit on by wick, but not on by candle close. same day, same chart, two different answers, because you asked two different questions.
neither one is "right." a wick-based number tells you how often price reached a level, which matters if you're taking profit there. a close-based number tells you how often price accepted the level, which matters if you're trading the follow-through.
what "broken" and "held" mean
a level is broken when price takes it out. it held when price tested it but didn't. that's the whole vocabulary. the only question is whether "took it out" means a wick through or a close beyond.
the break-style reports (ORB, IB, and market session breakout) all use the same three outcomes:
single break: price breaks one side of the range and holds the other
double break: price breaks both sides in the same session
no break: price stays inside the range all session
whether a wick counts or the candle has to close is exactly what the breakout criteria setting decides.
ORB — check your breakout criteria
on the ORB report, open customize report and check breakout criteria. on by wick, a level counts as broken the moment price trades through the opening range high or low.
by candle close is stricter: it only counts the break if a candle actually closes past the level. so a wick that pokes through and pulls back doesn't register.
this changes your double-break numbers too. on by candle close, the second side has to close beyond the level to count, so a session that wicked through both sides but only closed beyond one is a single break, not a double. for the full mechanics, see how ORB breakout and breakdown levels are measured.
IB — you pick which one
the initial balance report has the same breakout criteria setting under customize report: by wick or by candle close. flip it and the same session's break can count differently.
one more IB quirk worth knowing: the retracement level counts are cumulative, not exclusive. they nest. price that retraces to a deeper level had to pass through the shallower ones to get there, so that day is counted at every level it reached. each level is answering how often did price retrace at least this far, not "stopped exactly here." that's why the level counts won't add up to your total day count, and it's not a bug.
gap fill and retracement reports — it's a touch
the gap fill report counts a fill when price returns to touch the prior session close (PSC). it's a touch: price just has to trade back to the level, it doesn't need to close there.
gap fill's customizable knob isn't a wick-vs-close toggle, it's a fill threshold. the fill percentage setting under customize report lets you set how far back counts as a fill (e.g. 50% = halfway back into the gap), which is where a lot of traders scale out.
the same touch logic runs the retracement-style reports: ICT opening retracement (back to the midnight open) and weekly open retracement (back to the weekly open). the event is a tag of the level, not a close beyond it.
reports measured on the close by design
some reports are close-based by definition. there's no wick version, because the whole question is about the close:
opening candle continuation: if the first candle is green, does the day close green
outside days: does price close back inside the prior day's range, or hold outside
asian range breakout: measured on the first 15- or 30-minute candle close outside the range (you pick the breakout candle in customize), and whether the daily candle closes the same direction
for these, "by close" isn't a setting you toggle. it's baked into what the report measures.
so how do I know which one a report is using
quick rule of thumb:
if the report has a breakout criteria setting under customize (IB and ORB do), that's your answer: by wick counts a trade through the level, by candle close needs a close beyond it. the by close subreport doesn't change this, it shows where the day closed
if the report is defined around a touch or a fill (gap fill, the retracement reports), it's counting the touch
if the report is defined around where the day or candle closes (opening candle continuation, outside days, asian range), it's close-based by design
when in doubt, the report's own description on the page tells you in its first line, and the variant dropdown shows you every version available.
still not matching your own chart
wick vs close is one of the top reasons a number on your chart disagrees with the report, but it's usually not the first. before you assume it's the confirmation setting, check that your timezone is set to New York, your session window matches (a "first hour" in NY is 9:30–10:30 ET), and your contract lines up. futures roll at 6:00 PM ET, so "previous day" means previous session, not previous calendar day.
why doesn't my number match the report? walks through all of them in order.