Every setup in Lessons 1–7 works on structure, liquidity, and price zones alone — none of them required a specific time of day. This lesson adds the last filter ICT teaching layers on top: when a setup happens, and why the same entry means more inside a killzone than outside one.

ℹ️ INFO
This lesson doesn't change how you'd read the chart in Lessons 1–7 — it changes how much weight you'd give a setup based on when it occurred.

The Killzones

flowchart LR A([Asian Killzone<br/>7pm–10pm NY]) --> B([London Killzone<br/>2am–5am NY]) B --> C([NY AM Killzone<br/>7am–10am NY]) C --> D([London Close Killzone<br/>10am–12pm NY]) D --> E([NY PM Killzone<br/>1:30pm–4pm NY]) style A fill:#1a1a2e,stroke:#94a3b8,color:#e2e2e2 style B fill:#1a1a2e,stroke:#38bdf8,color:#e2e2e2 style C fill:#1a1a2e,stroke:#D5477F,color:#e2e2e2 style D fill:#1a1a2e,stroke:#f59e0b,color:#e2e2e2 style E fill:#1a1a2e,stroke:#10b981,color:#e2e2e2
Killzone Approximate window (NY time)
Asian Killzone 7:00pm – 10:00pm
London Killzone 2:00am – 5:00am
NY AM Killzone 7:00am – 10:00am
London Close Killzone 10:00am – 12:00pm
NY PM Killzone 1:30pm – 4:00pm
⚠️ WARNING
Killzone windows vary slightly between ICT courses and third-party recaps — treat this table as commonly-cited approximations, not a fixed rulebook. Daylight-saving shifts also move these windows by an hour for part of the year.

Trade Walkthrough: A Setup Timed to the NY AM Killzone

The mechanics here are exactly the 2022 Model from Lesson 6 — the only new variable is timing.

Sweep-to-Entry Sequence, NY AM Killzone Day (Illustrative Example)

  1. The sweep — July 10's low (68.8) clears the standing old low at 69.2.
  2. The killzone window — this sweep-and-reversal sequence is described as happening within the NY AM killzone (7:00–10:00am NY time) on both July 10 and the July 13 entry candle. Nothing about the price structure changes based on timing — the killzone is a separate filter layered on top.
  3. Entry — same mechanics as Lesson 6: hold above the sweep, confirmation close, entry on July 13 at 69.3.
69.3 (killzone-timed confirmation)
Entry
68.6 (below sweep low)
Stop
71.5+ (measured move)
Target
Same mechanics, lower conviction in ICT teaching
Same setup outside a killzone
🚨 DANGER
The killzone filter has no independent verification of its own — it's a claim about *when* institutional order flow is more active, not something you can confirm from the price data alone. Two structurally identical setups, one inside a killzone and one outside, look the same on the chart. The only difference is the clock.

ICT Macros, True Opens, and Quarterly Theory

Three finer-grained time concepts sit underneath the killzones:

  • ICT Macros — narrower minute-based windows within an hour (commonly cited examples fall near the top of the hour, such as :50–:10) where ICT teaching expects an elevated chance of a directional move.
  • True Day Open (Midnight Open) — 00:00 NY time, used as the anchor point for measuring the day's range and directional bias. Weekly and monthly true opens apply the same idea to longer periods.
  • Quarterly Theory — the idea that Power of Three (Lesson 5) nests fractally: any range — a day, a week, a month, even a year — can be divided into four quarters, each playing a version of the accumulation/manipulation/distribution/continuation cycle.

00:00 NY time. Used to measure the current day's range and bias — the anchor for that day's premium/discount split from Lesson 7.

Should I avoid trading during high-impact news windows even inside a killzone?

Most SMC/ICT content treats scheduled releases (CPI, NFP, FOMC) as a separate category from killzone timing — generally flagged as periods to avoid trading through, not an enhanced killzone. A killzone window that happens to overlap a major release is usually treated as lower-quality, not higher-quality.

Do killzones matter on higher timeframes like daily or weekly charts?

Less. Killzone timing is mainly cited for intraday setups (1-minute to 1-hour charts) where the specific hour of entry is practical to control. On daily or weekly charts, the session-cycle ideas from Lesson 5 and the true-open anchors above matter more than a specific intraday window.

KEY TAKEAWAY
Killzones don't change how you read a chart — they change how much conviction ICT teaching assigns to a setup that already checks out on structure, liquidity, and PD Arrays. Lesson 9 takes this timing awareness up a level: reading the same setup correctly across multiple timeframes at once, not just multiple times of day.