# Footprint: reading delta and imbalances like a pro

- Source: https://orderflowfutures.com/en/blog/footprint-delta-imbalance
- Site: OrderFlowFutures (https://orderflowfutures.com)
- Author: Tom, Trader & founder of OrderFlowFutures (https://orderflowfutures.com/a-propos#auteur)
- Published: 2026-07-01
- Updated: 2026-07-01
- Reuse: free to quote and cite, with attribution to OrderFlowFutures and a link to the source URL.

> The footprint breaks each candle into bid × ask. Here's how to read delta, spot divergences and exploit imbalances.
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](/blog/qu-est-ce-que-l-orderflow) 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](/blog/absorption-icebergs) at the extremes.
4. Confirm with the [heatmap](/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.