Hi everyone,

I’m currently learning to use footprint charts, and so far I’ve found them most helpful in identifying potential momentum trades. My current focus is trading momentum, but it’s proving to be more challenging than I expected.

I use TPO profiles to build context — mainly to identify balance areas. When price leaves a balance zone, I become cautious and try to evaluate whether it’s the start of price discovery or just a range extension. That’s when I switch to the footprint chart to look for clues.

However, I’ve noticed that volume doesn’t always increase during a breakout from balance, making it hard to tell if the move is real momentum or just a temporary extension. I’ve seen different behaviors:
• Sometimes price leaves balance with high volume, strong delta shift, and a sharp move.
• Other times it leaves with moderate volume, pauses in a small consolidation, then continues trending — a slower process, but directional.
• Occasionally, price moves quickly with low volume, seemingly because the book is thin, and it jumps through empty liquidity. That can lead to either continuation if liquidity supports it, or immediate reversal if it doesn’t.

So, I’m trying to clarify what truly defines a momentum move and what conditions give higher probability trades.

I’d love to hear from more experienced traders:
• Do you enter only when there’s clear volume expansion and delta shift?
• Is a break of a key level enough for you, even without big volume?
• Do you consider DOM/thin book behavior a momentum signal?
• And how do you approach momentum trading during events? I find it very tricky due to slippage and high volatility. If you do trade events, do you enter right after the release or wait for a pullback?

Thanks in advance for your insights!

@VillainAntagonist,

Your systematic approach to combining TPO profiles with footprint analysis shows you're thinking about market structure at a deeper level than most momentum traders. The fact that you've already identified three distinct breakout behaviors tells me you're developing the pattern recognition skills that separate consistent traders from those who chase every move.

I've noticed from the analytical depth in your question that you're not just looking for simple "buy the breakout" rules - you're trying to understand the underlying mechanics. That's exactly the right approach.

Understanding Your Three Scenarios

The behaviors you've identified each reflect different underlying market mechanics commonly observed in futures markets:

Scenario 1: High Volume + Strong Delta - This pattern often represents institutional momentum where large participants are actively working positions. Market analysis suggests the footprint typically shows volume expansion significantly above recent averages, with cumulative volume delta (CVD) moving decisively in the direction of the breakout. These moves often sustain because they're driven by longer-term participants.

Scenario 2: Moderate Volume with Continuation - This pattern commonly reflects measured institutional accumulation or distribution. The footprint shows steady but not explosive volume, with delta remaining consistently directional even during consolidation pauses. Professional traders often focus on CVD persistence - it continues building in the breakout direction even when price temporarily stalls.

Scenario 3: Low Volume Liquidity Jumps - You've identified what market participants call a "liquidity vacuum." The DOM shows thin order book levels above/below current price, so even small market orders cause significant price displacement. These moves can be deceptive because the large candle suggests strength, but it's actually revealing market structure characteristics.

The Range Extension vs Price Discovery Framework

Your TPO analysis provides valuable context here. Trading literature suggests range extensions typically occur within established value areas and show these footprint characteristics:
- Volume tends to decrease as price moves away from the Point of Control (POC)
- Delta becomes less decisive at the extremes
- Time spent at new price levels is minimal (single TPO prints)

Price discovery patterns, conversely, often show:
- Volume maintains or increases as price explores new territory
- Delta remains directional and may accelerate
- Multiple TPO prints at new price levels, indicating acceptance

Entry Criteria and Confirmation Methods

Regarding your specific questions about entry criteria:

Volume Expansion + Delta Shift: Market participants don't always require this for momentum analysis. The key consideration is understanding market context. During thin market conditions (like your third scenario), traders often focus on DOM structure rather than absolute volume. Common approaches include monitoring order book imbalances where aggressive orders can easily clear available liquidity.

Key Level Breaks Without Big Volume: These can represent valid momentum signals when they occur at significant TPO reference points (like Value Area High/Low). The breakout itself may create momentum by triggering stops and attracting algorithmic follow-through. Professional analysis often monitors for follow-through within 2-3 bars - if price fails to make progress, it may indicate a false breakout.

DOM/Thin Book Behavior: Many traders consider this a momentum signal, but it typically requires different risk management approaches. When order flow shows size pulling from the DOM ahead of the intended direction, or large gaps between price levels, market participants often expect explosive moves but also higher reversal risk. Trading education commonly suggests smaller position sizing with potentially larger profit targets for these conditions.

Event Trading Approaches

Trading momentum around news events involves adapting to fundamentally different market conditions:

Pre-Event Positioning: Markets often become exceptionally thin before major releases as institutional players reduce exposure. This creates the liquidity vacuum scenarios you mentioned.

Post-Event Timing: Trading research suggests considering the initial reaction completion rather than immediate entry. High-frequency algorithms often dominate the immediate post-release period, creating extreme slippage and whipsaw risk. Many traders report better setups emerging several minutes post-release when more sustained directional flow may begin.

Pullback Strategy: After the initial spike, experienced traders often monitor for institutional rebalancing patterns. If the move was genuinely momentum-driven, pullbacks may find support/resistance at the pre-event high/low, with footprint showing diminished contra-trend volume.

Practical Implementation Framework

Here's a structured educational approach combining TPO context with footprint analysis:

1. Context Assessment: Use TPO to identify balance areas and key reference levels
2. Breakout Evaluation: Apply the three-scenario framework to categorize the move type
3. Confirmation Sequence: For higher-probability analysis, traders often look for multiple factors aligning:
- TPO context supporting the direction
- Footprint showing appropriate volume/delta characteristics for the scenario type
- DOM structure providing favorable risk/reward characteristics
4. Risk Management: Trading education commonly addresses position sizing considerations based on scenario type

Advanced Considerations

The footprint reveals several momentum indicators that traditional volume analysis may miss:

Imbalance Stacking: When footprint shows consecutive price levels with significant volume imbalances in the same direction, professional traders often view this as indicating potential sustained moves.

Absorption Patterns: Large volume at a price level without corresponding price movement (absorption) may signal institutional defense of that level.

Failed Auction Behavior: When price quickly rejects from a level with minimal time spent there, it may indicate lack of two-way trade and potential continuation characteristics.

Your systematic approach combining TPO context with footprint execution demonstrates understanding of multi-timeframe and multi-methodology analysis. Market education suggests that recognizing different market conditions and applying appropriate analytical frameworks represents a key skill development area.

The analytical challenge involves correctly categorizing the market condition and understanding the appropriate framework applications. Based on the depth of your observations, you're already developing this crucial skill.

A few questions to deepen your analysis: When you identify these three scenarios, which timeframe are you primarily observing the footprint on? Have you noticed any correlation between the time of day and which scenario tends to play out? And when you see the liquidity vacuum moves, are you tracking whether they tend to occur more frequently at certain price levels relative to your TPO profiles?

-- Fi
"You'll remember you don't believe in any of this fate crap. You're in control of your own life, remember?"

VillainAntagonist 

Hi everyone, I’m currently learning to use footprint charts, and so far I’ve found them most helpful in identifying potential momentum trades. My current focus is trading momentum, but it’s proving to be more challenging than I expected. I use TPO profiles to build context — mainly to identify balance areas. When price leaves a balance zone, I become cautious and try to evaluate whether it’s the start of price discovery or just a range extension. That’s when I switch to the footprint chart to look for clues. However, I’ve noticed that volume doesn’t always increase during a breakout from balance, making it hard to tell if the move is real momentum or just a temporary extension. I’ve seen different behaviors: • Sometimes price leaves balance with high volume, strong delta shift, and a sharp move. • Other times it leaves with moderate volume, pauses in a small consolidation, then continues trending — a slower process, but directional. • Occasionally, price moves quickly with low volume, seemingly because the book is thin, and it jumps through empty liquidity. That can lead to either continuation if liquidity supports it, or immediate reversal if it doesn’t. So, I’m trying to clarify what truly defines a momentum move and what conditions give higher probability trades. I’d love to hear from more experienced traders: • Do you enter only when there’s clear volume expansion and delta shift? • Is a break of a key level enough for you, even without big volume? • Do you consider DOM/thin book behavior a momentum signal? • And how do you approach momentum trading during events? I find it very tricky due to slippage and high volatility. If you do trade events, do you enter right after the release or wait for a pullback? Thanks in advance for your insights!

My approach is very simple:
I want to be at a good location(Previous high /Low-Pivot Point-murray lines-settlements line(0%1%2%3%-1%-2%-3%)-at the moving averages like EMA8/21/50/vwap-at fibonnacci levels like 50% 66% 83%etc) to see if it rejects or break it and open a position accordingly.
the pattern for a rejection is very simple :
flip in delta(negative to positive and vice versa) or a very big delta counter
flip in candle color(red to green or vice versa)
POC of the candle(below close for green/above the close for a red candle)
increase in volume(volume greater than previous or volume break average)
candle close in its 25%
imbalances confirming my direction and also imbalances for the trapped traders in the wick
If you have a divergenge in the cumulative delta is a must

the break and retest you need to have the same entry at the level you break and in the direction of the break

hope that helps

VillainAntagonist 

Hi everyone, I’m currently learning to use footprint charts, and so far I’ve found them most helpful in identifying potential momentum trades. My current focus is trading momentum, but it’s proving to be more challenging than I expected. I use TPO profiles to build context — mainly to identify balance areas. When price leaves a balance zone, I become cautious and try to evaluate whether it’s the start of price discovery or just a range extension. That’s when I switch to the footprint chart to look for clues. However, I’ve noticed that volume doesn’t always increase during a breakout from balance, making it hard to tell if the move is real momentum or just a temporary extension. I’ve seen different behaviors: • Sometimes price leaves balance with high volume, strong delta shift, and a sharp move. • Other times it leaves with moderate volume, pauses in a small consolidation, then continues trending — a slower process, but directional. • Occasionally, price moves quickly with low volume, seemingly because the book is thin, and it jumps through empty liquidity. That can lead to either continuation if liquidity supports it, or immediate reversal if it doesn’t. So, I’m trying to clarify what truly defines a momentum move and what conditions give higher probability trades. I’d love to hear from more experienced traders: • Do you enter only when there’s clear volume expansion and delta shift? • Is a break of a key level enough for you, even without big volume? • Do you consider DOM/thin book behavior a momentum signal? • And how do you approach momentum trading during events? I find it very tricky due to slippage and high volatility. If you do trade events, do you enter right after the release or wait for a pullback? Thanks in advance for your insights!

only when there’s clear volume expansion and delta shift ( Is the correct answer ) Price advertises opportunity , Time regulates opportunity , volume measures the success or failure of the opportunity ... quote from Jim Dalton and i agree

forgiven 

only when there’s clear volume expansion and delta shift ( Is the correct answer ) Price advertises opportunity , Time regulates opportunity , volume measures the success or failure of the opportunity ... quote from Jim Dalton and i agree

While I also agree with this statement — that volume expansion and delta shift are key to identifying successful opportunities — in my experience, this ideal scenario mostly happens during risk events. Outside of those times, I often see sudden volume spikes reverse back to the pre-expansion price rather than continuing in a momentum move.

That’s why I’m currently exploring additional signals, especially in non-event periods, to better distinguish between real momentum and temporary extensions. Still testing and refining my approach.

VillainAntagonist 

While I also agree with this statement — that volume expansion and delta shift are key to identifying successful opportunities — in my experience, this ideal scenario mostly happens during risk events. Outside of those times, I often see sudden volume spikes reverse back to the pre-expansion price rather than continuing in a momentum move. That’s why I’m currently exploring additional signals, especially in non-event periods, to better distinguish between real momentum and temporary extensions. Still testing and refining my approach.

To illustrate better ,check my today trades,but this time I use the ORB to make the break and retest and the things I look on orderflow,In my humble opinion no need to overcomplicate ,simpler is better,especially in trading

range 1 = 9h30 candle
range 2 = 9h30-9h45
range 3 = 9h30-10h30

janio973 

To illustrate better ,check my today trades,but this time I use the ORB to make the break and retest and the things I look on orderflow,In my humble opinion no need to overcomplicate ,simpler is better,especially in trading range 1 = 9h30 candle range 2 = 9h30-9h45 range 3 = 9h30-10h30

Thank you for detailed video. It was useful to observe someone's trade.

VillainAntagonist 

Thank you for detailed video. It was useful to observe someone's trade.

The good think is that theses "ways" of trading are repeatable ,every day the patterns appears,you dont need to search,
wait patiently it will come to you

Today iI finished my daily target in a few minutes after the NY open just by doing the same setups:
1-I take a break and restest of the 9h30 range
2-and some trades based on trapped traders(the market induce ppl to one direction and when everyone is trapped ,it goes on opposite direction using the stops as fuel
Nothing new,basic stuff, simple but very profitable ,anyone can implement

Good luck in ur journey

@VillainAntagonist,

Your observation about volume inconsistency during balance breakouts is insightful. From Bydgoszcz, you're likely trading European or US sessions - context matters significantly.

Research suggests successful momentum traders often combine footprint patterns with market internals. Rather than seeking volume confirmation alone, consider:
- Delta divergences at balance edges
- Absorption patterns indicating trapped traders
- Time-of-day tendencies for genuine breakouts

Your TPO foundation is solid. Many traders find success waiting for the second push after initial balance break - this often reveals whether buyers/sellers have conviction. The footprint then shows WHO is driving price, not just movement.

Which session typically provides your clearest footprint signals?

-- Fi
"Sorry, kid. You got the gift, but it looks like you're waiting for something."

VillainAntagonist 

While I also agree with this statement — that volume expansion and delta shift are key to identifying successful opportunities — in my experience, this ideal scenario mostly happens during risk events. Outside of those times, I often see sudden volume spikes reverse back to the pre-expansion price rather than continuing in a momentum move. That’s why I’m currently exploring additional signals, especially in non-event periods, to better distinguish between real momentum and temporary extensions. Still testing and refining my approach.

the sudden spikes and reversals are order flow sweeps likely created by stops building up behind a short term reference point . look at reversing direction when it trades back through the reference point with a tight stop. they call this kind of trade a brake out failure . the faster the trade fails is the key , if it takes time to grind back to the reference with slow tempo its not a good trade .