ORDER-FLOW EDUCATION

Reading Footprint Imbalance

Use footprint imbalance to study localized execution pressure without treating a ratio as a trade command.

A disciplined review

  • Confirm the comparison method and threshold used by the tool.
  • Inspect whether imbalances cluster, repeat, or fail to move price.
  • Relate them to liquidity, structure, and Volume Profile location.
  • Check the next auction for acceptance or rejection.

Ratios need market context

A large number in thin activity can be less meaningful than sustained execution in a liquid area. Compare absolute volume and surrounding conditions.

Review step

Save a before-and-after capture, then review the observations against the rules written in advance. Do not redefine success after seeing the outcome.