easy · Order Flow Analysis footprint-delta

A footprint bar shows a total of 10,000 contracts. The Maximum Delta during the bar was +800, but the bar closed with a Delta of -200.

What happened during the bar's formation?

  1. The bar was consistently bearish from the start
  2. Price moved higher throughout the entire bar
  3. Total volume was too low to reach the target
  4. Early aggressive buying was later overwhelmed by aggressive selling

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