medium · Order Flow Analysis order-book-dom

An institution needs to buy 5,000 contracts of Corn (ZC). They use an iceberg order at 370.00 showing only 50 lots at a time. A retail trader watching the footprint sees 800 contracts trade at the bid price of 370.00 over 5 minutes, yet price does not drop.

What should the trader conclude?

  1. Aggressive sellers are successfully breaking through a support level.
  2. The buyers at 370.00 are retail traders hoping for a bounce.
  3. The market is experiencing low interest as indicated by the small 50-lot display.
  4. The institution is providing massive passive support at 370.00.

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