ES 987T: Just a couple quick charts showing the movement around the Gap Fill play. There wasn't much of a gap to fill in the first place, however.
Prior to the gap fill entry, we had a pop off the 1.272 fib extension... right into our 8:30am EST financial news. In this case, Productivity and Costs.
The actual entry was using the 1.272 fib extension (shown below) to 1008. Front-running by a tick may have gotten you a perfect fill. 1007.75 was also yesterday's high. This setup gave you a quick 3 points!
Technically, it's not a gap until the open market opens at 9:30am EST (which is in 30min of this writing). So, at this point we can't call the gap "filled", per say. The next possible pullback for an entry could be at this 1009.25 area. This is the 0.786 retracement of this down leg and the 1.618 fib extension of the movement mentioned in the last chart.
Lesson