I have tried it on several reports to put a time frame on show the same results. Even created one from scratch following the steps from the above article. They will work in report writer but if you try and view it from the web you get no activity to report error. I think it has something to do with the time formatting as it seems to work with filters for Mon-Fri. Maybe something with the latest ver 10.6.1 looks at something differently.
It is easy to reproduce, just follow the steps from the above link. Or modify an existing report.