A candle tells you open, high, low and close. A footprint shows what happened inside it: how many contracts traded on the bid and on the ask at each price.

Reading the numbers

Each row in a footprint candle shows two numbers. On the left is volume that traded at the bid, which means sellers hit it. On the right is volume that traded at the ask, which means buyers lifted it.

The difference between the two is delta. Positive delta means more aggressive buying. Negative delta means more aggressive selling.

What to look for

• Imbalances: one side is much larger than the diagonal on the other side, often 3 to 1 or more.

• Stacked imbalances: three or more imbalances in a row. A sign of strong initiative from one side.

• Absorption: heavy aggressive volume at a price that does not move. Someone large is taking the other side.

• Exhaustion: very low volume at the extreme of a move. Nobody wants to keep pushing.

A simple way to start

Do not try to read every number. Focus on the extremes of each candle and on key levels you already have from volume profile or gamma. Ask one question: who is in control here, and is it changing?

In HOC Charts

HOC Charts has a live footprint mode built on tick data for futures, with bid/ask, delta and imbalance highlighting. Open a chart, choose the Order Flow template and zoom in to see the footprint.