Order-flow recap: a return to a level and a day of wide movers

Per-symbol recap

The session opened at 740.18 and closed at 738.94, a change of −0.17%, with turnover of 359,593 and volume at 1.11 times its usual pace. The day's cumulative delta finished at 3,732. The tape recorded 10,039 marks across the session; the most frequent were late-session liquidity changes, with 4,285 on the buy side and 4,444 on the sell side.

The day's move

No move within 60 minutes on any tracked market reached 2.50 times its average hourly range.

The return to the zone

Price came back to 745.92, a level it had touched 3 times during the clip. On the heatmap chart, Absorptions recorded 8 marks on the sell side during the retest's hour, recording a large amount of size piled up while price stayed inside a narrow band, then the band gave way. Market Volume Imbalance recorded 5 marks on the sell side on the same chart, recording aggressive volume tipping hard to one side at that price, the flow leaning hard one way. Stop Runs recorded 3 marks on the buy side on the heatmap as well, recording several aggressive orders in a row, all one direction, each starting where the last one stopped. The three indicators recorded their marks in the same move. On the candle chart, Relative Volume showed the volume of the bars reaching 7.30 times its recent average: the move was traded heavily, not drifted into.

Top movers among the tracked symbols

Among the 747 tracked symbols, the gainers were APRUSDT at +43.60% with $501.8M turnover, CAPUSDT at +39.69% with $200.9M, and TUSDT at +13.55% with $310.0M. The losers were ORDERUSDT at −34.85% with $238.1M, QUSDT at −26.19% with $141.5M, and LIGHTUSDT at −25.50% with $72.8M. Largest volume spikes relative to their own usual pace were ORDERUSDT at 377.71, IRYSUSDT at 286.70, and TUSDT at 224.04.

This is a market recap for information only and is not financial advice.