medium · Order Flow Analysis absorption-exhaustion-imbalance

A 10-minute ES bar has a total range of 8 ticks. The Commitment of Traders (COT) is located at the topmost tick of the bar. However, the bar closes 6 ticks below the COT.

What is the most likely trade bias for the following bar?

  1. Bullish, because the maximum engagement was at the high, showing buyer conviction.
  2. Bearish, as the heavy volume at the top was met by passive selling and a reversal.
  3. Neutral, as the COT and the close are within the same 10-minute period.
  4. Bullish, as the buyers successfully auctioned the market to a new high within the bar.

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