hard · Order Flow Analysis order-book-dom

Two scenarios at a key level. Scenario A: a 4,000-lot bid sits at 95.50; aggressive sellers hit it and it is fully consumed within seconds, then price trades down through 95.50. Scenario B: a 4,000-lot bid sits at 95.50; aggressive sellers trade ~12,000 contracts into it over two minutes yet the displayed bid keeps refreshing near 4,000 and price holds at or above 95.50.

From an order-book/absorption standpoint, which conclusion is correct?

  1. B shows genuine absorption (refreshing hidden demand soaking sell pressure with no price decline), while A shows the bid was merely depleted — passive, not absorptive — and offered no real support.
  2. A shows the stronger buyer because the visible 4,000 was real and filled instantly, whereas B's refreshing is likely a spoof since no single order can absorb 12,000 lots.
  3. Both show absorption because in each case a large bid met aggressive sellers; the difference is only the speed of execution, not the nature of support.
  4. B shows exhaustion of sellers — 12,000 lots emptied the sell side — so the held price reflects sellers running out, not a buyer absorbing them.

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