Fragility bands
Fragility bands answer a simple question: how much money would it take to move price from here? Nocterm walks the live order book and draws concentric bands at the notional tiers you choose - say $10k, $100k, $1M. Tight bands mean a thin book where a modest order moves price; wide bands mean a deep book that absorbs size.
id: order-flow-fragility-bandsA chart with fragility bands - nested cost-to-move tiers above and below price
suggested 1280x720Overview
Section titled “Overview”Each band marks the price you’d reach if you swept the book with that much notional. When price crosses a band, real size just moved the market that far - useful for sizing your own orders and for spotting moments when the book is thin enough to run.
How to use
Section titled “How to use”-
Open Chart Options and switch on Fragility, then choose a tier preset or enter your own.
Screenshot neededid: order-flow-fragility-tiersThe fragility tier editor - presets (Micro / Majors / Whale) and a custom list
suggested 640x460 -
Read the band spacing. Bands bunched tight to price = a fragile book; bands spread wide = a deep one that will absorb a sweep.
Tier presets
Section titled “Tier presets”| Preset | Tiers |
|---|---|
| Micro | $1k / $10k / $100k |
| Majors | $10k / $100k / $1M |
| Whale | $100k / $1M / $10M |
| Custom | Your own comma-separated notionals (1–4 tiers) |
Related
Section titled “Related”- Liquidity heatmap - the resting depth fragility walks.
- Pull / Post bands - whether that depth is being built or pulled.