medium · Order Flow Analysis footprint-delta

A 'Bullish Divergence' occurs at a new session low when:

  1. Price reaches a new low, but the bar delta is positive.
  2. The bar closes on its low with a high volume 'Large Print'.
  3. Price reaches a new low, and the cumulative delta also reaches a new low.
  4. Total volume at the low is less than 10 contracts.

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