QUANT OrderFlow Analyzer

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]

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 !

https://t.co/LNxivsBAP8

[QUANT OrderFlow Analyzer @AnalyzerQuant]

(1 min time frame)

#quantprint
#quantmap
#quant #volatility

#market #making
#HFT #detection
#comex

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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)

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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$

[QUANT OrderFlow Analyzer @AnalyzerQuant]

23.935$ on the #daily #low

main #bid size listed on 23.925 for 49 orders set.

(1 min time frame)

#XAGUSD #SILVER #SILBER
#COMEX
#5000 #ounces

#quantrint
#quantmap
#quant #volatility

#HFT #detection
#market #making
#ORDERFLOW

[QUANT OrderFlow Analyzer @AnalyzerQuant]

#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$ !

[QUANT OrderFlow Analyzer @AnalyzerQuant]

11$ of daily range. (110 tick)

(1 min time frame)

#quant #volatility
#precious #metals
#GOLD #ORO #COMEX #OR
#GC #futures

#market #making
#HFT #event #detection

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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...

[QUANT OrderFlow Analyzer @AnalyzerQuant]

#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

[QUANT OrderFlow Analyzer @AnalyzerQuant]

@TradersEdge2020 @YouTube thank's for sharing :)

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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!

[QUANT OrderFlow Analyzer @AnalyzerQuant]

11 #HFT #Absorption on the #BID against 5 #HFT #Absorption on the #OFFER...

9 #HFT #Buy triggered for only 7 #HFT #Sell triggered.

#USDCAD
#CME #FOREX
#FX #Pairs
#FOREX #currencies

#market #making
#HFT #Alert #detection
#Orderflow #heatmap

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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!

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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 !

[QUANT OrderFlow Analyzer @AnalyzerQuant]

#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

[QUANT OrderFlow Analyzer @AnalyzerQuant]

#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 !

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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!

[QUANT OrderFlow Analyzer @AnalyzerQuant]

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

#RIGGED #MARKET