Contrats à terme E-mini S&P 500
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Gap Law

86
Whenever there is a gap down in the futures, by law they fill fairly quickly compared to the cash market. I will document any instances that took 10 or more trading days.
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june 10  2016 - 10 days
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june 29 2015 - 10 days
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Sept 17 2001 - 30 days
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I completed my research. I went back until Jan 1 2000 and found there were only 14 gaps that didn't fill by the futures close on Sunday.

Of those 14, 4 of those took 10 or more days to close.

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