medium · Volume Profile Analysis auction-market-theory

An E-mini S&P 500 (ES) 'Trend Day' is developing. The IB is only 6 points wide. Each subsequent 30-minute period prints a higher high and a higher low (OTFB).

What is the highest-probability entry tactic for a late-session continuation?

  1. Buy the first 50% retracement of the full daily range.
  2. Wait for a developing 'Neutral Day' reversal signal, then short into it.
  3. Sell the 'Poor High' printed at the current session extreme tick.
  4. Buy a pullback to the developing VWAP or the prior hour's high.

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