You can easily do this with Trading Hours

  1. Download Trading Hours template from attachment and place it to Documents\NinjaTrader 8\templates\TradingHours folder. You will get Trading Hours like on the image.
  2. Adjust Time zone: UTC-6
  3. Restart NinjaTrader
  4. Open installed workspace MZpack - TPO - CME Index Futures RTH - ETH (or download and install attached one - place it to Documents\NinjaTrader 8\workspaces, restart NinjaTrader)

Note, that mzVolumeProfile 'Common - Chart Profile mode' = Session.