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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.

Where: Chart Options ▸ FragilityTier: TraderPanel: Chart
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Screenshot needed
id: order-flow-fragility-bands

A chart with fragility bands - nested cost-to-move tiers above and below price

suggested 1280x720

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.

  1. Open Chart Options and switch on Fragility, then choose a tier preset or enter your own.

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    Screenshot needed
    id: order-flow-fragility-tiers

    The fragility tier editor - presets (Micro / Majors / Whale) and a custom list

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  2. Read the band spacing. Bands bunched tight to price = a fragile book; bands spread wide = a deep one that will absorb a sweep.

PresetTiers
Micro$1k / $10k / $100k
Majors$10k / $100k / $1M
Whale$100k / $1M / $10M
CustomYour own comma-separated notionals (1–4 tiers)