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Seeing is believing. Looking forward to it! D.

http://www.elitetrader.com/vb/showthread.php?s=&threadid=152053 Take your time in reviewing this as AMT thoroughly described his (Auction Market Theory based) methodology there. D.

My calculations (see attached pic) show that total per-tick delta for the 883-885 zone between the 887 spike and the following retest (showing as two vertical yellow lines) grew by +18k. Price drops quickly below 883 after the retest. This is a 10k/bar volume chart. If I understood correctly...

Is there a new short inventory zone created in the 880's that provides near-term resistance? I don't see what would have created a short zone now unless it was there before. Wasn't the action in the 880's mostly from shorts who covered higher than intended and momentum traders who rode the...

My math teacher in high school used to say that when he discusses new material and there's total silence, one of two things is happening: (1) everyone is in full understanding of the material or (2) nobody understands a thing... So, let me hammer on another issue I ran into with this example...

This concept is fascinating! I took a stab at creating a CD database (cumulative delta for each tick level) based on the above example and then realized that I don't understand one key aspect of it. In the example above, we have -150k at 685.00 on March 3rd, -132k on March 5th and again -150k...

There's a serious geektalk parade going on here... lol Just to let everyone that's using I/RT know, the latest version 9.2.5 that supposedly fixes the DTN/MA tick stream problem is being recalled, use 9.2.4 I'm told. FYI.

I've stated earlier, probably worth repeating, that I/RT is fed by both IB and DTN/MA feeds. I would *expect* the VB indicator to ignore the IB data in its calculations. (btw Ignore the charts I posted, the discrepancy in the CD count may stem from the fact that tick chart and 15s chart have...

The CD count in I/RT is different in tick view vs. non-tick view. That possibly proves that IB data (non-tick) is skewing the Volume Breakdown calculations. I'm waiting for I/RT support to confirm. 15s: http://www.charthub.com/images/2009/03/16/CandleChart.png tick...

To be clear, I was referring to AMT's description of how his method takes into account the tick deltas inside the 3-4 ticks zone extending from the CD level ($685). Your chart doesn't pertain to that aspect of the quote. D.

You can get arrested in some states for saying that... hee hee, serious geekness, but who says it can't be right?

I believe that what you've quoted AMT saying in the previous post is not really portrayed by the chart you've posted earlier, but that's besides the point... Like you, I'd like to know whether having the price slice up and through ES=1187 zone where CD diff ~ -90K serves as a counter example...

PB, thanks for confirming, DTN/MA is not the full real-time feed, it's only used for backfilling, so what I'm seeing is clearly skewed. Since I need to get the full feed here, any recommendation on DTN/IQ vs. eSignal?

Thanks for letting me know, I assumed that IRT knows how to ignore the non-tick datafeed provided by IB and only take the data from DTN Market Access. Something to check with IRT support? That would be a true problem for IB users if that's the case.

A silly but possibly practical suggestion during this overlap... maybe use M740 for March and J737 for June, etc?

btw I'm not sure if anyone else (besides AMT) is using Investor/RT, that's one powerful charting software (just learning the ropes now). I get my data from IB, complemented by 5-day historical tick data from DTN Market Access (only $15/mo extra). I believe Investor/RT has the ability to retain...

Quick question: Are numbers quoted as of today (or yesterday) referring to the March or June contract?

That makes sense, but is this analysis really constrained to key S/R levels or is more of a continuum where longs at any level (and vice versa shorts) would make a decision that's specific to their held position whether to stand ground or bail out? Saying that, I suppose price reversals provide...

See attached 15s chart of ESM9 showing volume breakdown indicator. The horizontal redline marks the cumulative delta level for point #1. At #2, CD level is slightly higher, price bounces back up. At #3, it's about the same, price bounces back up. At #4, CD level is quite higher but price drops...

Anyone got the reading at the 747 level?