medium · Order Flow Analysis footprint-delta
During an ES session, yesterday's Value Area Low (VAL) is 4505.00. Today, price pulls back to 4505.00 on a bar with negative delta. However, at 4505.00, the bid volume is 2500 and price refuses to tick lower.
Which order flow phenomenon is occurring?
- Passive institutional buying is absorbing the aggressive selling.
- Retail traders are liquidating their positions at the previous close.
- Aggressive sellers are creating a stacked selling imbalance to break VAL.
- The market is experiencing a 'stop-run' into thin liquidity below VAL.
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