hard · Volume Profile Analysis

During a London session for $6E (EUR futures), a 30-minute bar reaches a new high at $1.08620 but closes at $1.08540. The footprint shows 13,400 contracts transacted at $1.08535–$1.08545 and only 1,850 contracts at the $1.08615–$1.08620 extreme. Volume is 3.1x the rolling average.

How should this signature be interpreted for a Rejection Setup?

  1. Aggressive Initiation; buy the breakout of $1.08620 immediately.
  2. Failed Initiation; look for short entries on a retest of $1.08615 with a stop above $1.08620.
  3. Sideways Accumulation; wait for a D-shaped profile to form before taking a position.
  4. Strong Rejection; enter short on the bar close with a stop at $1.08580.

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