hard · Order Flow Analysis
Which cross-market divergence would most strongly confirm a bearish 'Risk-Off' institutional shift in the E-mini S&P 500 (ES)?
- Stacked selling imbalances in ES occurring simultaneously with stacked buying imbalances in ZN (10-Year Bonds).
- Buying imbalances in CL (Crude Oil) that correlate with a rising ES.
- Selling imbalances in both ES and ZN as yields begin to rise.
- Absorption at the high of the day in ES while NQ (Nasdaq) breaks out with initiative buying.
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