"Day Night Day Night" starts as a young woman, listed only as "She," gets off a bus in the Port Authority Terminal in New York. The film gives no details about her, just the immediate sight. She carries a tennis racquet and a cell phone, which rings frequently. Someone apparently gives the girl instructions about where to go outside. A car drives up; She slides the tennis racquet in a window, and gets in.

What you figure out shortly is that She's taking orders from terrorists. They send her to a hotel; She takes a long bath with heightened, squishy sounds of her scrubbing her skin, and later the little snips as she trims her nails. Several men wearing hoods come to the room. Even in these bizarre circumstances, She is soft-spoken and polite. What She is there to do is carry a bomb in a backpack, which She will detonate in Times Square, killing as many people as possible as well as herself.

"Day Night Day Night" shows tremendous control and discipline, especially for a young filmmaker on her first feature. Director Julia Loktev might be working on a profoundly low budget, but her camera work and lighting are precise and imaginative. The film tells the audience nothing by way of background or context. There is no way to know who this woman is, or who are her handlers. Her purpose, the reason behind the coming attack is a mystery.

As the great B-movie director Joseph Lewis ("Gun Crazy," "The Big Combo") used to say, "There's nothing I can put onscreen that's half as interesting as what you have in your head." That certainly is the case in "Day Night." You spend the film wondering and speculating, looking for clues, and watching carefully.

The film's great sequence takes place at Times Square at night. She, looking terribly small and burdened by the bomb-loaded backpack, walks the streets. Loktev had no permissions to shoot; she hasn't the money - or the interest - in clearing the streets of their normal traffic or hiring extras she might direct. Some people look at the camera, but that only heightens the tension. Each person who comes by forces the question: Will he or she die in the next moment? The possibilities of living or dying seem utterly random.

You wonder if life will be determined by wealth or race, as various people stand next to She, only to move on and cross the street.

"Day Night" shows off a fine use of digital video. Loktev could work on the street with only one or two others, and do long, patient takes, so the film is immediate, completely in the present. It is grubby, taut and without apparent artifice. Loktev works entirely within her means, and she has made a small film that constantly grows and suggests far beyond its enigmatic story and characters, into a piece that brings up important questions of our time.