medium · Order Flow Analysis footprint-delta

On a daily ZC chart, the low of the day is 358.00. The footprint at 358.00 shows Bid Volume of 3200 and Ask Volume of 4100. The bar closes at 362.00.

What multi-day insight does this provide?

  1. Institutions consider 358.00 cheap and are absorbing supply.
  2. The market is in a downtrend based on today's low
  3. Retail traders are panic-selling into the low, exhausting themselves
  4. Sellers are firmly in control of the tape, because bid volume ran so high

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