The Timesheets page allows users to select time periods that are closed in the filter but there are no closed / posted timesheets returned.
If you go into the My Timesheets, search for a resource and then scroll back though the time period you can see the closed timesheet but this is not a good way to review multiple users.
STEPS TO REPRODUCE
1. Select a closed time period in the filter
2. Results no time sheets are returned
Release : 16.0.3
There is a filter you need to include so that the data is displayed.
Time Period is Open = No
Otherwise, the data for closed periods are not displayed.