medium · Order Flow Analysis absorption-exhaustion-imbalance

Why does the 'Ratio of adjacent-to-extreme' volume (V_adjacent / V_extreme ≥ 28) serve as a strong exhaustion signal?

  1. It represents the Fibonacci golden ratio applied to market microstructure
  2. It means the market is currently in a state of high-volatility initiative activity
  3. It indicates that market makers are spoofing 28 times more volume than they are trading
  4. It quantifies that participation at the extreme tick was negligible compared to the rest of the bar

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