easy · Order Flow Analysis footprint-delta

An E-mini S&P 500 footprint bar shows a price level at $4510.00 with 400 contracts in the bid column and the price level at $4510.25 with 1200 contracts in the ask column.

Using a 300% threshold, what does this specific diagonal relationship indicate?

  1. Neutral absorption.
  2. A selling imbalance.
  3. A horizontal buyer/seller equilibrium.
  4. A buying imbalance.

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