See aggression meet a level that holds.
Net aggressive selling or buying into a recent low or high that stops extending, with executions per price, resting size and observed refills.
Sellers push into a low
Price runs down into the recent low and the sell side starts a test. Net selling against the threshold begins to count from the first print in the zone.
Built for reading the market, not decorating it.
Three ways to put Absorption to work.
Retests of a low or high
See whether aggression into a retest is being absorbed or the level is giving way, with the executions and refills at each price in view.
Overnight tape
The threshold scales with the contract's own recent volume, so a quiet Globex session is judged against Globex volume, not the regular session.
CVD divergence, quantified
CVD falling while price holds is the idea. The test shows the held time, net aggression and share behind it.
Questions
No. It is a heuristic on captured, side-classified executions and the live book. It shows aggression that did not move a level, not who or what was resting there.
Gaps stay gaps. Unknown-side prints are never counted as aggression, and executions that were not captured are not filled in.
CME, CBOT, NYMEX and COMEX futures, standard and micro. The threshold follows each contract's own recent one-minute volume.
