easy · Order Flow Analysis order-book-dom
You observe 'Unfinished Business' at the high of an E-mini S&P 500 (ES) bar.
Which of the following best describes the footprint at that price level?
- The price has zero Bid Volume and zero Ask Volume
- The price has Bid Volume but zero Ask Volume one tick above
- The price has perfectly equal Bid and Ask Volume at that level
- The price displays a lopsided buying imbalance of roughly 400 percent
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