The week of Index Futures Expiration is designed to capture the time period between the first index futures rollover day and the day the index futures contract expires. This is an 8 day period that takes place between the Thursday 8 days prior to contract expiration and the contract expiration.
For example, the first Index futures expiration of 2019 was on Friday, March 15, 2019. The first index futures rollover day was Thursday, 8 days prior to Friday, March 15, 2019.
The Thursday, 8 days prior was Thursday, March 7, 2019.
The week of Index Futures Expiration would cover the time period between Thursday, March 7, 2019, and Friday, March 15, 2019.