AnalyzerQuant's profile picture. OrderFlow Addict & Heatmap Fan ! Trading and developping micro structure tools to scalp the futures market. Mainly focused on GC and ES futures contract.

QUANT OrderFlow Analyzer

@AnalyzerQuant

OrderFlow Addict & Heatmap Fan ! Trading and developping micro structure tools to scalp the futures market. Mainly focused on GC and ES futures contract.

Pinned

Come on, and Watch the #GC (#GOLD futures 100 ounces from #COMEX) contract on the #quant #orderflow #analyzer this afternoon for the #US #session on my new #TWITCH #TV #Channel ! Join it for free here ! twitch.tv/quantprint


main #bid size displayed on 24.06$, 24.135$ and 24.21$ main #offer size is set just below the #HOD #HFT #buy #cluster4 triggered near 23.995$ (12.53 AM CET) #HFT #Sell #cluster5 triggered near 24.285$ (3.08 PM CET)


Let's have a look on the #SILVER futures contract (#COMEX) this afternoon (3.18 PM CET, few minutes before the #US #opening) 24.265$ right now! The #market #making is still bullish here... 23.935$ on the #daily #low 24.325$ on the #daily #high #VWAP listed on 24.135$

AnalyzerQuant's tweet image. Let's have a look on the #SILVER futures contract (#COMEX) this afternoon (3.18 PM CET, few minutes before the #US #opening)

24.265$ right now!

The #market #making is still bullish here... 

23.935$ on the #daily #low 
24.325$ on the #daily #high 

#VWAP listed on 24.135$

#SILVER (#XAGUSD from #COMEX) ; 24.115$ right now at 10.07 AM CET! #VWAP listed on 24.14$ 24.325 on the #daily #high #market #making bullish here! #Oversold alert + #gap #up #manipulation alert + #HFT #buy #convergence alert triggered few minutes ago near 24.06$ !


main #bid size displayed two tick above this recent daily low. #VWAP has been rejected near 1912.5$ with this #HFT #Sell #cluster3 triggered! #market #making is lightly bearish for the moment...


#GOLD (#GC futures 100 ounces from #COMEX) this tuesday morning at 9.32 AM CET : 1908.9$ right now! Always higher ! 1918.3$ on the #daily #high main #offer size displayed on 1920$ for more than 150 limit orders listed here on this #OFFER price. 1907.6$ on the #daily #low


0.7601 on the #6C futures contract (#USDCAD from #CME) at 12.55 AM CET this afternoon! 0.76155 on the #HOD 0.75935 on the #LOD #market #making bullish today ! #HFT #Alert are more active on the #buy #side today!


The last #HFT #buy alert has been triggered on 1952$ (8.56 AM CET) #quant #orderflow #analyzer #GOLD #GC #100 #ounces #COMEX #OR #XAUUSD #GLC Here we can see how each previous #price #black #box extreme level has been scrapped on the next #price #box ! #SL #hunting #logic

AnalyzerQuant's tweet image. The last #HFT #buy alert has been triggered on 1952$ (8.56 AM CET)

#quant #orderflow #analyzer
#GOLD #GC #100 #ounces #COMEX
#OR #XAUUSD #GLC

Here we can see how each previous #price #black #box extreme level has been scrapped on the next #price #box ! 

#SL #hunting #logic

1956.4 on the #GOLD #futures #contract (#COMEX) at 12.38 AM CET! 1959.2 on the #HOD! 1950.5 on the #LOD! #market #making has turned lightly bearish recently ! main #bid located on 1950.0 for 50 contract shown!


just before the new daily high registered on 0.6689! (#stop loss from #yesterday triggered) main #bid displayed on 0.6656 for 105 orders listed. #quant #orderflow #analyzer #Forex #FX #currencies #CME #major #FX #pairs #orderbook #orderflow #dom #heatmap #market #making #HFT

AnalyzerQuant's tweet image. just before the new daily high registered on 0.6689! (#stop loss from #yesterday triggered)

main #bid displayed on 0.6656 for 105 orders listed.

#quant #orderflow #analyzer
#Forex
#FX #currencies
#CME
#major #FX #pairs

#orderbook
#orderflow
#dom #heatmap
#market #making
#HFT

0.6678 on the #6N (#NZDUSD from #CME) at 12.18 AM CET ! 0.6689 on the #HOD today #market #making has finished bearish yesterday evening... #HFT #Sell + #HFT #Absorption on the #tokyo open tonight! 4 consecutives #HFT #Buy alert seen in the #market #making line around 0.6672 !

AnalyzerQuant's tweet image. 0.6678 on the #6N (#NZDUSD from #CME) at 12.18 AM CET ! 

0.6689 on the #HOD today
#market #making has finished bearish yesterday evening...

#HFT #Sell + #HFT #Absorption on the #tokyo open tonight!

4 consecutives #HFT #Buy alert seen in the #market #making line around 0.6672 !

#market #making has turned bearish during the down price moove on 11 993! #market #making still lightly bearish right now... 40.3K daily volume #quant #essential

AnalyzerQuant's tweet image. #market  #making has turned bearish during the down price moove on 11 993!

#market #making still lightly bearish right now...

40.3K daily volume

#quant #essential

#HFT #sell alerts followed one another this morning on the emini #nasdaq100 index! #VWAP area has been perfectly reached on 11 978.25 ! (we are coming from 12 000at 8.40 AM CET ! The #vpoc (as fair value) is located just below on 11 975 !


Triple #HFT #Sell cluster triggered consecutively between 1948 and 1950$ (#HFT #Bear + #Depth #Distortion & #HFT #Sell + #depth #distortion & #HFT #Sell + #Depth #distortion + #SELL #Correl on three consecutive price bar) #quant #essential #HFT #detection #dom #heatmap

AnalyzerQuant's tweet image. Triple #HFT #Sell cluster triggered consecutively between 1948 and 1950$ (#HFT #Bear + #Depth #Distortion & #HFT #Sell + #depth #distortion & #HFT #Sell + #Depth #distortion + #SELL #Correl on three consecutive price bar)

#quant #essential

#HFT #detection

#dom #heatmap

Fresh daily low printed on the #GOLD #futures #contract (#GC from #COMEX) at 2.34 PM CET on 1940.9$ ! -1.04% change since the open right now on 1942.5$ ! 224 tick daily range for 100.2K daily volume!


The session is likely to be quite sporty this afternoon with the famous #Powell's speech! Some high acrobatics! Caution dear colleagues! #RIGGED #MARKET


Keep in mind that it is the reduction of the #liquidity in the #orderbook that directly creates the increase in market #price #volatility!


Loading...

Something went wrong.


Something went wrong.