medium · Order Flow Analysis footprint-delta

A footprint bar in the E-mini S&P 500 (ES) shows the following data at two adjacent price levels: at $4510.00, the bid volume is $450 and the ask volume is $100. At $4510.25, the bid volume is $80 and the ask volume is $520.

What is the diagonal buying imbalance ratio at $4510.25?

  1. $6.5 : 1
  2. $5.2 : 1
  3. $1.15 : 1
  4. $4.5 : 1

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