medium · Order Flow Analysis absorption-exhaustion-imbalance

In the ES, a bar closes with the COT (Commitment of Traders) at the low, but the candle body is red and the close is at the low.

What is the predictive implication for the next bar?

  1. Bullish reversal; the buyer volume at the COT proves passive demand has quietly taken control of the tape.
  2. Exhaustion; the sellers spent all their energy at the COT tick, so a bounce is now imminent on the next bar.
  3. Neutral; a close at the COT level always represents equilibrium between buyers and sellers on that bar.
  4. Bearish continuation; aggressive sellers remained in control even at the point of maximum engagement.

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