easy · Order Flow Analysis absorption-exhaustion-imbalance

An ES footprint bar shows a high at $4518.00 with 3 contracts on the ask and $8 on the bid. The level immediately below, $4517.75, shows $180 on the ask and $45 on the bid.

How should this volume pattern at the extreme be interpreted?

  1. Aggressive buyers are preparing for a breakout.
  2. The market has rejected the high due to exhaustion.
  3. The market is accepting the high as fair value.
  4. An institutional seller is 'capping' the market with supply.

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