Footprint: reading delta and imbalances like a pro

The footprint (or volume imprint) shows, within each candle, how much traded at the bid and the ask, level by level. It's the foundation of Order Flow reading — see our intro to Order Flow if you're starting out.

Delta

Delta = aggressive buying volume − aggressive selling volume. A positive delta means buyers hit the ask harder than sellers hit the bid.

Delta / price divergence

The most useful signal: price makes a new low, but delta doesn't follow (sellers are running out of steam). Often the prelude to a reversal.

Imbalances

An imbalance appears when one side overwhelms the other at a level (e.g. 300% more at the ask than the bid, diagonally). Stacked, stacked imbalances mark continuation zones price often returns to.

A simple routine

1. Identify the trend and key levels.
2. Watch delta: does it confirm the move or diverge?
3. Look for imbalances and absorption at the extremes.
4. Confirm with the heatmap.

The footprint doesn't replace risk management. It improves your entries and exits — not your discipline.

We review footprints together every day on Discord. The best lessons come from other people's trades.