This is the cumulative sum, over the data in the chart or the trading day, of the difference between the Ask Volume minus the Bid Volume, displayed as High-Low Candlestick bars.
Monday, January 4, 2021
January 4th, 2021/ES Delta Analysis & Notes
The market opened and started selling off hard, over 100pts. Around 1115 both Delta & Price put in the Lows of the day, and then on the re-test about 30 mins later. Delta made a significant HL, while Price came down with 2pts also forming a Double Bottom. On Delta chart the re-test was within 4000 contracts(Buyers still holding Longs from 1115am), signaling a Long setup. Entry could've been around 3666. Basic Divergence Long Setup
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January 8th, 2021 /ES Delta Analysis and Notes
With NFP report being release an hour prior to market open, the /ES was in a range upon the open with Delta selling off. Price made an att...

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