Pull / Post bands
Pull/Post is the derivative of the liquidity heatmap. The heatmap shows how much size is resting at a level right now; Pull/Post shows whether that size is being posted (added) or pulled (cancelled) over time. It’s the difference between a wall that’s being built and one that’s quietly evaporating ahead of a move.
id: order-flow-pull-post-bandsA chart with Pull/Post bands - posted vs pulled liquidity per level, bids below and asks above
suggested 1280x720Overview
Section titled “Overview”For each price level and time slice, Nocterm nets the size added against the size cancelled. Bands above price track the ask side, bands below track the bid side; intensity shows how aggressively liquidity is being built or removed there. Posting into a level as price approaches is defence; pulling out of it is a level about to give way.
How to use
Section titled “How to use”-
Open Chart Options and switch on Pull/Post.
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Watch the levels price is approaching. Posting (building) into support is a defended level; pulling (cancelling) ahead of price is liquidity getting out of the way.
Screenshot neededid: order-flow-pull-post-detailClose-up of a level being posted into, then pulled as price approaches
suggested 900x560
Related
Section titled “Related”- Liquidity heatmap - the resting depth Pull/Post differentiates.
- Fragility bands - how much notional it takes to move price.