Skip to content
Futures · Absorption

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.

Futures Absorption
Futures data from
CME GroupFutures
CBOTFutures
NYMEXFutures
COMEXFutures
CME GroupFutures
CBOTFutures
NYMEXFutures
COMEXFutures
CME GroupFutures
CBOTFutures
NYMEXFutures
COMEXFutures
Scroll through one test · step 1 of 4

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.

Futures Absorption
0 s · Push
4.5 s · Hold
19.6 s · Called
22 s · Leaves
What's inside

Built for reading the market, not decorating it.

Two testsSellers into the low and buyers into the high, each with the tested price, the held time and net aggression against the threshold.
Hold timeThe extreme must go 15 seconds by default without a new low or high, beyond a two-tick tolerance. Hold time is a widget setting.
Adaptive thresholdNet aggression must reach the larger of 10 contracts or 4% of the contract's typical one-minute volume.
Aggressor shareAt least 55% of the classified volume in the test must be on the absorbed side. Unknown-side prints never count.
Per-price ladderSells into the bid, buys into the ask, refills, resting bid and ask size, and an ×multiple where more traded than the book shows.
Event logCalls newest first. Also on OHLC charts as the Possible absorption indicator and in the Developer API.
How traders use it

Three ways to put Absorption to work.

01

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.

02

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.

03

CVD divergence, quantified

CVD falling while price holds is the idea. The test shows the held time, net aggression and share behind it.

OrderMap product demoA 62-second recorded tour of the workspace, futures order flow, options analytics and volatility surfaces. No audio.
Works well with
Futures plan$69.99/ month · or $59.42 billed yearlyGEX levels on ES and NQ included. Add options with the Bundle at $104.99.

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.