← All posts

Order flow recap: one market-wide push, and the marks recorded with it

dailyorder-flowfootprint-chartheatmapmarket-recapliquidity

Per-symbol recap

  • BTCUSDT closed at 80,868.50, +0.94% on the day, with turnover of 102,531. The session delta was −1,829. Cumulative volume delta peaked at 21:41 UTC and bottomed at 10:36 UTC.
  • ETHUSDT closed at 2,349.29, +1.11%, on volume of 2,572,935. Its delta read 26,207, with the delta high at 15:22 UTC and the low at 10:15 UTC.
  • SOLUSDT finished at 101.29, +0.38%, and traded 10,276,367. Delta was −202,054; the delta high came at 00:12 UTC and the low at 13:53 UTC.
  • BNBUSDT ended at 745.36, +0.27%, turning over 379,355. Its delta was −9,558, the high at 15:24 UTC and the low at 22:35 UTC.
  • XAUUSDT closed at 4,070.33, +1.39%, on volume of 424,613, with a delta of −18,556.
  • XAUTUSDT closed at 4,058.92, +1.32%, trading 9,804 with a delta of −45.74.
  • ZECUSDT closed at 1,308.72, +6.17%, on 1,183,242, its delta at 45,106.
  • SOXLUSDT closed at 100.85, +8.52%, with 33,107,056 traded and a delta of 877,790.
  • SNDKUSDT closed at 1,310.80, +3.11%, on volume of 1,577,782 and a delta of 5,972.
  • SPCXUSDT closed at 149.52, +0.79%, turning over 5,085,803 with a delta of −95,223.
  • RLCUSDT closed at 0.5140, −1.65%, on 22,487,799, its delta at −294,572.

The readings: what the footprint and heatmap recorded

Price came back to 4,038.30 on XAUTUSDT, a level touched 1 during the clip, where it had turned before and heavy volume traded on the sell side. From there the tape lifted 0.77% over 60 minutes, from 4,024.52 at 14:01 UTC to 4,055.65 at 15:01 UTC, and XAUUSDT made the same move at the same time, 0.79% over 60 minutes.

In that move, Liquidity Changes on the heatmap recorded 192 marks on the buy side — one of the book's largest resting walls stood, then was pulled without the tape explaining the drop. Stop Runs on the heatmap recorded 28 marks on the buy side: several aggressive orders in a row, all one direction, each starting where the last one stopped. Big Trades on the heatmap recorded 14 marks on the buy side — one very large fill at a single price, a decision rather than the tail of many small trades. The three indicators recorded their marks in the same move, a confluence seen together on the chart.

While those marks were recorded, Relative Volume (RVOL) on the candle chart showed the volume of the bars at 9.50 times its recent average: the move was traded heavily, not drifted into. The move carried 3.21 times the market's average hourly range.

Top movers among the tracked symbols

Among the 747 tracked symbols:

  • AINUSDT +122.55% — $721.8M
  • EVAAUSDT +117.36% — $131.7M
  • APRUSDT +51.70% — $185.4M
  • QUSDT −73.22% — $868.7M
  • BULLAUSDT −53.19% — $315.9M
  • AKEUSDT −29.15% — $114.7M

Largest volume-ratio spikes:

  • AINUSDT 165.66 times its usual pace, +122.55% — $721.8M
  • EVAAUSDT 79.87 times its usual pace, +117.36% — $131.7M
  • HAEDALUSDT 78.32 times its usual pace, +40.17% — $84.8M

Notable news

No story in the supplied news block could be dated to 27 October 2026 with a named outlet, so this section carries nothing.

_Not financial advice._

Order flow recap: one market-wide push, and the marks recorded with it — TapeHawk