Painting the background of the overnight period (or day session) a different color in Investor/RT is made extremely easy with the Paint Bars Indicator. Simply add the Paint Bars indicator with the following settings.
Notice the indicator is set to paint "Background (Top to Bottom)". That will paint the pane from top to bottom. You also have options of painting high to low (of bar) or just painting the bar if you prefer. Also notice it's set to "Paint Using: Session" with the session set to the day session of 2. Choose the proper day session for your instrument here. Also notice I've chosen to paint gray "if false", and I have "if true" unchecked. This will leave the day session (2) unpainted, and paint only the background of the overnight session gray. You can check "if true" if you'd like to paint the day session instead, and select an appropriate color. I suggest a color that is very close but slightly different than the background color of the chart. The result will look like this.
