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Imbalance

A skew in buy vs. sell volumes (typically on the diagonal in Order Flow), suggesting control by one party and potential continuation.

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Imbalance

A skew in buy vs. sell volumes (typically on the diagonal in Order Flow), suggesting control by one party and potential continuation.
Order Flow imbalances reveal aggressive participation by either buyers or sellers and frequently precede directional moves. Imbalances appear as diagonal patterns in footprint charts, with volume concentrating on either the bid (selling pressure) or ask (buying pressure) side. Multiple consecutive imbalances in the same direction signal strong conviction and potential continuation.

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