Volume Imprint
Footprint with imbalance, absorption & unfinished auction
Volume Imprint breaks each candle into volume per price level and side (bid vs ask). Four display modes — Profile, Total volume, Delta and Bid×Ask — plus optional order-flow indications: diagonal imbalance, absorption boxes at the extremes and unfinished-auction shading. The most detailed view of a bar's microstructure.
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Cheaper in a bundle →What it does
- Four modes: Profile (histogram), Total volume, Delta, Bid×Ask
- Group prices by N ticks (futures 1, volatile 5, Forex 10)
- POC highlight and cells coloured by dominance
- Diagonal (cross) imbalance dots, 250 % threshold
- Absorption boxes at high (resistance) / low (support)
- Unfinished-auction shading at the extremes
- Minimum-volume filter + cap on rendered bars
How to read it
Imbalance dots = points of strong aggressive dominance; they matter most in a low-volume node on a structural breakout.
Absorption = large aggressive volume hit a passive limit and price did not move → reversal potential (blue at high = resistance, red at low = support).
Unfinished auction = the market tends to return to the extreme to "finish" the auction.
Recommended presets
Where to start by market and trading style — fine-tune to your own feed.
| Market | Tick interval | Imbalance / absorption threshold |
|---|---|---|
| ES and most futures | 1 | 250 % |
| NQ / gold (volatile) | 5 | 250 % |
| Forex | 10 | 250 % |
