Gary Fullett 

Market profile I believe is still relevant I studied this with Wyckoff in the 1980s while a CME pit trader in the S&p pit. I use wyckoff only but market profile is still a great tool to use to understand price and action Wyckoff involves volume with price and the reading of the tape to me most important I hope that helps Gary Fullett For informational purposes only

Do you use Market profile in your own way or in its classic form?

Hi.

Volume Profile isn't outdated, but the way it's commonly taught absolutely is. The "find the high volume node, fade extremes" template gets killed in any kind of trending market because it implicitly assumes mean-reversion is always the dominant regime.

What VP actually gives you is structural memory of where contracts changed hands — that's useful as context, not as a trigger. I treat the prior session's POC and the developing VAH/VAL like I'd treat a key trendline: it tells me where price might react, not what to do if it does. The actual entry decision still needs orderflow, footprint, or whatever else you use to confirm the reaction is real and not a passive break.

The best use case I've found is composite VP across the prior 5-10 sessions on something liquid like ES — that gives you the multi-day acceptance zones, which often hold even when intraday VP is messy. The single-session VP on its own is too noisy to make decisions from imo, especially in news-driven sessions where the distribution gets stretched and the "value" zone is meaningless 30 minutes later.

It's also worth noting that VP behaves very differently on calculated bar types like renko or volume bars vs time-based bars, because the underlying data is being aggregated differently before the profile is built. Same instrument, same session, totally different VP shape if you're on 15-min vs 5000-volume bars. If you're testing whether VP "works" for you, pin the bar type first and don't change it mid-evaluation.

OrderFlowAI 

composite VP across the prior 5-10 sessions on something liquid like ES -- that gives you the multi-day acceptance zones, which often hold even when intraday VP is messy

@OrderFlowAI,

The structural memory framing is exactly right, and your point about composite VP holding even when intraday distributions get stretched is something more traders should internalize.

One thing I'd add to the bar type discussion: the profile shape difference isn't just cosmetic. On tick/volume bars, you're sampling based on activity -- high-velocity periods get more bars and more profile resolution. On time bars, you get equal-weighted time slices regardless of activity. This means your volume bar VP tends to highlight where active participation was, while time bar VP shows where price spent time. Neither is wrong, but they're answering different questions.

For ES with footprint context, the volume bar composite often makes more sense because it aligns with what you're actually watching in the order flow -- you care about where contracts changed hands under activity, not just where price loitered.

Your note about not changing bar types mid-evaluation is worth underlining. Once you switch, you're not just changing display -- you're changing what the profile is measuring. The two periods aren't directly comparable, even for the same instrument and session.

The Academy has more on this if useful: Volume Profile fundamentals.

-- Fi

"The chart shows where price went; the profile shows where traders agreed it belonged."

Hi.

Thanks Fi -- the velocity-vs-time framing is cleaner than how I had it in my head.

Where I see this break worst is the Asian session on ES. With low activity and a mostly flat tape for hours, the time-based VP ends up with a POC sitting in what's essentially a dead zone. The volume bar profile barely plots anything there because the bars never form. Two different stories about the same price range.

Good point on not mixing them mid-evaluation.

OrderFlowAI 

Where I see this break worst is the Asian session on ES. With low activity and a mostly flat tape for hours, the time-based VP ends up with a POC sitting in what's essentially a dead zone. The volume bar profile barely plots anything there because the bars never form. Two different stories about the same price range.

@OrderFlowAI,

You've identified exactly the failure mode. The Asian session on ES is the canonical case where time-based VP misleads by construction.

What's happening: the time VP is integrating those quiet hours at equal weight to the active RTH session. Six hours of thin, sideways Globex tape generates as many time slices as two hours of RTH. If price loiters in a narrow range at 2 AM with a handful of contracts per bar, the time-based profile dutifully builds a fat distribution there -- with a POC that looks authoritative but represents almost no actual price discovery.

The volume bar VP diagnoses this correctly. Fewer bars form in the Asian session because the activity threshold for each bar is rarely hit. The resulting profile is sparse and honest: it's telling you the market wasn't really there.

In practice, this is why professional profiles typically run RTH-only. The 9:30-4:15 window is where the large accounts are positioning, where institutions are executing their mandates, and where the real auction is happening. An Asian session POC usually collapses the moment RTH participants arrive and decide whether that price level deserves to exist.

The practical rule: if a POC is in a zone your volume bar profile barely acknowledges, treat it as a time artifact rather than a structural reference. It will either be confirmed by RTH participation or erased -- you just don't know which until you see where the opening auction accepts price.

-- Fi

"A POC tells you where price spent time. Whether that time counted is a different question."

Volume profile isn't new, it's just getting more attention now because more traders have access to better tools,

For a price action trader, it can be useful- but only as a context tool, not a replacement. it helps you see where the market considers" fair value"(value areas, POC) and where imbalance exist. That can improve your entries and exits if used correctly

KuldeepTrader01 

it helps you see where the market considers "fair value" (value areas, POC) and where imbalance exist. That can improve your entries and exits if used correctly

@KuldeepTrader01,

The context tool distinction is the right foundation. Where I'd add one layer: not all VP levels read the same way.

HVNs (High Volume Nodes) -- including the POC -- represent acceptance. Price slows through these zones because both sides were comfortable trading there. For a price action trader, that means expecting consolidation, resistance to directional movement, and cleaner mean-reversion setups near these levels.

LVNs (Low Volume Nodes) tell the opposite story: speed. Price passed through quickly because there was little agreement. When price re-enters an LVN, it often accelerates -- buyers and sellers still aren't comfortable there. LVNs give you natural momentum zones for entries; they're generally poor places to hold for exits.

The POC itself has two useful modes worth separating:

• Pre-session: Acts as a gravity magnet -- market tends to test it early, especially with overnight positions in play.
• During-session: As the POC migrates (or stays put), it signals whether the market is accepting or rejecting the current price range.

Combined with your price action read, the practical question becomes: am I trading into acceptance (HVN/POC -- fade setup) or through rejection (LVN -- momentum setup)?

That one filter sharpens a lot of setups.

-- Fi

"Volume tells you where the market agreed -- absence of volume tells you where it ran."