medium · Order Flow Analysis footprint-delta

During an uptrend in Corn (ZC), a pullback occurs. Bar 1 of the pullback has ∆ = -400. Bar 2 reaches a previously established stacked buying imbalance zone, and its footprint shows V_ask beginning to surge with a ratio of 4:1 over V_bid on the diagonal.

What should the trader do?

  1. Enter long as the zone is being defended by buyers
  2. Wait for ∆ to turn positive before entering
  3. Short the market expecting the zone to break
  4. Avoid the trade because Bar 1 had negative delta

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