hard · Order Flow Analysis absorption-exhaustion-imbalance
An institutional algorithm is executing a large buy order in Corn (ZC) using a 'VWAP' strategy.
What is the specific footprint signature the retail trader should look for?
- Large stacked buying imbalances of $1,000+ contracts appearing within a single one-minute footprint bar.
- A persistent positive bias in cumulative delta and slightly elevated ask volume across many bars without obvious spikes.
- Zero volume printing at the session highs, signaling 'unfinished business' as price gets pushed too quickly higher.
- Elevated bid volume sitting passively at the session lows, representing quiet resting institutional support from buyers stepping in.
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