hard · Order Flow Analysis

A 5-minute ES footprint bar shows a high of 4532.00 with 850 contracts traded at the offer and 30 contracts at the bid. The bar closes 14 ticks lower at 4528.50.

How should an order flow trader interpret this scenario?

  1. Retail exhaustion due to thin liquidity at the extreme.
  2. Unfinished business at the high requiring a retest.
  3. Bullish initiative activity driving toward new value.
  4. Bearish P_COT at high with massive passive absorption.

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