Commitment of Traders

Order Flow Analysis Glossary

In the footprint-chart context — distinct from the CFTC's weekly Commitments of Traders report — the COT is the single price level within a bar at which the maximum total volume traded, defined as P_COT = argmax_P_i(V_bid,i + V_ask,i). The COT's position relative to the bar's range and close direction is diagnostic of which side won the auction inside the bar.

Sign up free — get all 96 Order Flow Analysis terms, flashcards & rank tracking →

More Order Flow Analysis terms

KomFi: Test Prep Made Easy

KomFi: Test Prep Made Easy — free adaptive practice for GMAT, GRE, SAT, ACT, National Real Estate Exam, Investment Banking, and finance with full explanations.

KomFi Academy is free GMAT prep and personalized GMAT help built as a training platform: 89,613+ practice questions, 30,000+ flashcards, on-demand video lectures, podcasts, and 4K slide decks. Flagship tracks: Free GMAT Prep, Free GMAT Resources, National Real Estate Exam Prep, Investment Banking Prep, Finance Prep, GRE, SAT, ACT, LSAT, MCAT, Financial Accounting, Private Equity, Private Credit, and Quantitative Finance.

Free GMAT Prep & Personalized GMAT Help

What's inside

Topics

View pricing · Read testimonials