Volume Profile by Size

Four ES 5 min charts starting at EU open.
From left to right profiles are based on size of trades; >99, >49, >19 and all trades

Trades with 20 contracts and above seem to be in agreeance on a Control point near the LOD

Volume Profile by size.PNG
 
If you're interested in POC, value areas, and outliers at a glance then TPO charts are much easier to use than volume by price IMO.

2020-10-28_16-37-30.jpg
 
Back
Top