easy · Order Flow Analysis footprint-delta

If a bar has multiple price levels with identical high volume, which one is designated as the COT?

  1. The one closest to the bar's closing price.
  2. The one that occurred first in time during the bar's formation.
  3. The one with the higher aggressive buying (Ask Vol).
  4. Software conventions vary, but it usually represents a 'High Volume Zone' rather than a single price.

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