The Only Liquidity Guide You'll Ever Need

If there is one thing you need to know as a trader, is liquidity. I scalp and day traded the NASDAQ over the last years. I've participated in the CME Group Equity Cup and in the World Trading Cup, ranking in the top podium every single time. And what you will learn here in this video is the foundation of my trading. Financial markets stock crypto everything every financial asset class that comes to your mind, it's moved by a flow of orders matching liquidity. So, it's crucial that you understand how these forces are related to understand why and how the market moves. And this video will most likely be the last one you will ever need about liquidity heat map. Before you ask, no, it's not going to be a video where I explain you how to draw lines above the top, below the bottom, trend lines, too. Search for liquidity that market makers will come to hunt your stop loss. I will show you the real deal. I will show you how professionals watch the heat map and understand where the path of least resistance is. Even if the sellers will try to push it through, the fact that there is passive liquidity here is the break and protect. So, trying to get and as you can see, this is an example live of how the reload unfold, okay? Look at this beauty. And how they should position themselves. I will show you how the plumbing of the market works and why with this kind of information you're accessing [music] somewhere that 95% of retail traders completely ignore. And by the way, on the 8th of May, we are going to host webinar [music] where we talk about the liquidity heat map and we are going to go over the best [music] and the cleanest heat map setup. You don't want to miss it. Let's start with the concept of retail liquidity from a beginner point of view. So, retail is usually seen as resting above the high and below the low in a compression phase or above the top swing and below the top swing in a directional market phase. This is not wrong, but it's only accurate 60 to 70% of the time because you need to guess where liquidity is. You don't know where liquidity is. Maybe in this case where you would expect that liquidity is here, when you are going up there is a big liquidity level here that you are ignoring because you are trying to assume and predict where the liquidity will be because you miss the software and the technology to understand the actual liquidity. The actual liquidity heat map it's a technology step from the usual order book because it shows you also the historical movement of the liquidity and it's really visually appealing and easy to understand because you have the darker level or the level it's more powerful from a visual perspective and it's more lighting if the level it's important. So, for example, here let's say that you have 100 contracts, this level will be visually stronger than all the other level where the liquidity it's really low. So, from a scalper point of view, this kind of visualization of the orders is really convenient and you have always an interaction of two forces. You have the aggressive market orders, bubbles, and the passive liquidity. These two match together. So, the aggressive liquidity is matched with the passive liquidity and this is how the market moves and the exchange happen. Let's go on the market micromechanics. Market takers, they eat. These are the bubbles that eat liquidity level. Market makers, they offer. So, you have the best bid, best ask. You have the level in the middle, the 100, and you have 33 contracts resting passive liquidity on the 101, and 48 contracts passive liquidity resting on the 99. The difference between these two is called the spread. Now, let's go on. If you are in this case, 25 aggressive market order arrive to meet the passive liquidity order at 101. So, 25 aggressive order match with 33 passive orders on the single level, 101. Now, my question for you is, are these 33 enough to meet the demand of the 25? Yes, they are. In this case, on the 101, you have enough supply to meet the aggressive market forces of the buyers. Perfect. What you have here? You have eight contract remaining on the 101, and the filling completely on this level of the aggressive market participants. Now, let's say that you have 25 aggressive sellers. They meet the offer at the 40 at the 99 level. 41 passive orders, it's enough to fulfill the demand? Yes. So, you have eight contract passive liquidity remaining on 101, and 16 contract remaining on the 99 level. Now, let's say that the market participants gets more interest in getting into position, and you get 75 contracts. They need to meet the 101 level. How much offer there is on this level from the passive liquidity side? Eight. On the level above, 42. Is this enough? No. They need to go even higher to the 103 level. So, what happens? They eat the first level. You have still 67 contract missing. Then, what you have? You step up to 102. Is this enough? No, not yet enough. You still need to go to the next level to meet the full demand. So, you have now 31 contracts remaining from a passive liquidity perspective on the 103, and you met the complete necessity from aggressive market orders to be filled, and you did this movement. This is how the market really moves. So, the main takeaways you can get from here is that you buy and sell at the price you want, but you don't have a guarantee that you'll get filled. This is the perspective of the passive order. So, you have price certainty, but not time certainty and not execution certainty. You don't know if they will fill you at the level that you want. The aggressive market participants are the one that say, "Fill me now. I want to be filled now." So, you buy and sell when you want. You'll pay a worse price. You pay for the spread because you have the necessity to be filled in your order now. Let's go now to the books low, the path of least resistance. So, let's say that we fix the effort, and we say that the effort is 50. So, you have 50 contracts here. It doesn't matter if it's aggressive on the top going by or aggressive on the bottom side. What I want to explain you here is the passive forces. In this case, the path of least resistance is down. Why the path of least resistance in down? Because to go above, you need to fulfill 273 passive orders. The total limit above the price is 273. Below the price is 122. So, you have a five price level. The total of this price level above is 273. The total of the five price level below is 122. So, fixing the effort, it's easier to move price down in this particular behavior. And this is why you have this slope like this because the path of least resistance is on the downside and this is really important to understand when you need for example to take a trading decision on the short term. Now, the liquidity heat map, how is it structured? How is it based? As I was explaining to you, you have the brightest color on the darkest color when the level is important. You can set it for for this case here we have the 78 that is a super important passive liquidity level where the price could bounce if it reach have a really bright color and then you have this 33 and 40 level that stand out of the other ones because they are more important. They are more loaded with contract and the power of the liquidity heat map is that you have an historical DOM. So you can see how the liquidity move. You can see here that the liquidity raised and raised again going on. So it means that they are lifting, okay, the path of least resistance. And in this case you see that the price is bouncing between this level of the heat map, the 101 and the 98 doing this work here and you have a strong limit above that could stop the advance of price going on. And now I want to continue with the common book pattern. Let's go over multiple book pattern. We have the bid reload. So when you are in a consolidation phase, compression phase and you see in this point in time appearing 110 contract supporting your movement and your idea. This one is a bid reload and this one is giving information that there is someone really big that want to be filled on the long. And what is the immediate reaction of the algorithm of the market? They will try to front run it. So there is a big probability that you will go directly to this level. Be careful also because this pattern here it's used a lot by the spoofing, okay, there is a market manipulation technique where they put this order here but they don't really intend to be filled to manipulate the movement of the market above to short from a better level, okay? Now, spoofing is an illegal trading technique, but still nowadays you can see them in the market that is still used every day, okay? And the bid reload here is an information, for example, let's say that you have a bias long and you want to go long till this level. Seeing this kind of information is an amazing information to validate your idea. The iceberg it's can be called invisible liquidity. Why invisible liquidity? Because you cannot see heat from the heat map because it's a reload. There are only eight contract here, but every time sellers step in and consume it, they get reloaded. Reloaded for hundreds of time. So, even if you see eight here, maybe it can be 500 contracts, 400. You need specific indicator for it, an iceberg indicator that show you when there is a algorithmic activity of reloading a price level. Then here you have one of my favorite one, the book sweeping is the that you have seen probably in hundreds of interview and live trading for that I've made is when you have a book sweeping, a fast movement. Specifically, this one you can find really close to all-time high, all-time low of the range. Or if you are really close to the high of the New York session or on the session, the market approach this level and you have a book sweeping usually in this kind of level. So, if you are positioned, you can take an asymmetrical risk to reward. You can risk few ticks to get a really good risk to reward multiplier. And the last one is the book flip. This is really convenient also for scalpers because let's say that here you are on the short side, you took a short. You see the break through of this level of liquidity, so you have a continuation at least till here. And you see also that they reload the level of liquidity. So, they are like going down, closing the door to go above and going down. This is important because if you are covered here, you can trail your stop loss here or you can also add other contract because they are confirming you that they want to go down. Okay, let's go now to the heat map liquidity pattern and let's start with the one that we saw before, the buyers reload. This is a situation where you may be have a long bias for your asset, you have a setup and you want to get a better feeling, you wants to get a probability area of a potential reversal play like you can see here on the bottom and of a reload. So you have both the setups where you can go mean reverting in direction of of the main trend and when you can reload. In this one, this is amazing because you have a protection wall that is there. This is a resting liquidity, is not fresh liquidity and as you can see the market approach here and get absorbed the first time, strike again this area, absorb the second time, strike this area, absorb the third time and then you have already potential liquidity levels to reach from the price. The price extend here. This is the mean reverting on the protection wall of the buyers in line with the main direction. So you need to start with an idea. But for scalpers, where you want before to see the market getting aggressive on your direction. So you want to see maybe big trades confirming that there is an aggression there and that there is intention to go higher, then in this case you can use this one. This one is called the reload and is where you are really close to a resting liquidity level and you see the buyers reloading passive liquidity and getting aggressive. This is a really high probability break break and retest play, okay? This one it's really easy to trade because if you have a directional bias, a probability directional bias, you can enter at the breakout protected below the reload level and you can run the setups with the first take profit on the major liquidity areas and the second and third take profit on other resting liquidity area. Remember that to take this kind of setup, you need to start with a directional bias and a probability framework that comes from the order flow. Now, let's go on the second example. This one is the seller's reload. Truly easy to identify. We have a market that is closed inside a resting liquidity fresh area of the buyers and is protected on the aggression from the seller. So, who is pushing the market? The sellers are getting aggressive here. They are trying to break through this level and this is the ultimate confirmation you need because you can see that they get aggressive and at the same time they reload fresh liquidity. This is an information that they want to fuel the movement to the next liquidity levels. This is exactly where the price reached. Then they come back to the level, they reload again as you can see and they get aggressive again protected with aggressive orders back to the liquidity level. And you can see that they both put aggression and resting liquidity protection area. This is a good confirmation. Then, in this kind of setup, you always needs to be careful because the price usually goes to the next liquidity cluster. And the next liquidity cluster in this case was really close, okay? So, the risk to reward is not the best, but the confirmation that you get here gets respected for four additional times. One, two, three and the fourth time here when the price explodes short. Now, let's see other setup and let's go on other example here on the heat map. This one here, it's an amazing example of the framing of the liquidity area. So, let's say that you are in a directional bias long for the day. Maybe you have an IVB, maybe you have statistical projection of the the pivot for the reversal or maybe you use the volume profile or the view up and you are below the extension. You have anything that gives you the probability that from this area you are going to rebound. Now, if you don't have the heat map, you could be a little bit confused on where to cover yourself. So, you can say, "Look, I enter here and I cover below the low." But, here you can see that there was a main resting liquidity level, and there is also an additional liquidity wall here. So, the best play from a probability side here is to see the reload that they put reload plus absorption. It's an amazing pattern to join with an amazing feeling here. But, to be careful, also, you could decide to enter here, yes, but to put your stop loss below the next liquidity area. So, you have still an amazing risk to reward to the next liquidity area, but you are being careful of the market not taking you out during an accumulation phase, because it could make, for example, here another spike, then bouncing back, and then going to the next liquidity area. This is also a pattern that I need to give credit to Eric Stokke, because this is the grill, the barbecue, when you have multiple liquidity area, and the price gets aggressive here to eat all these level of liquidity. And you can see here from the aggressive market order that is pushing really hard to slice through them, because this is I mean a perfect example of a sustained move, where you have aggression, aggression, aggression, and the price is eating all the passive liquidity level really aggressively. And these are all partial profit that you can take, because the market usually reach a point of exhaustion here when there are there is a cluster of liquidity level, and then reverts. Let's go on the next one. And this one is an example of an aggressive breakout on a resting liquidity level protected by the reload. This is important, because when you see here the bubble, you could think about a potential absorption. But, when you have a clue and you see that at the same time, okay, they load resting liquidity fresh, and they get aggressive on the level, is because they want to do a sustained move. So, this one is an additional probability booster for a break and retest pattern to go above. And this one is one of my favorite pattern of the book, because when you see something like this, and you have maybe, I don't know, a footprint aggression, a big trade from the execution of order, you cannot see if this liquidity is sustained in the book. But with this pattern, you can decide to take the trades that have the highest probability of following up on the trend, and you can also decide, let me see if the result of the price is positive, I can enter on the test, protect myself below the wall reload, and go to the next liquidity level, maybe for a 1:2 1:3 risk to reward. Let's go on the next one, and this is a textbook example of a liquidity cluster wall. You have a resting liquidity here on the 27,625 and on the 27,630, and you can see here that the price tried to break through, but you see the first line absorption, and the second time they tried to come again here, they cannot surpass the first aggression. This is a strong confirmation that this is a filled auction, and the price will reverse for the path of least resistance. Where is the path of least resistance? You can see a liquidity wall here. This could be the next level where they go to reload to finally take the strength they need to reach the second liquidity level. And also you can see that when they break out this, they fuel the movement with aggressive order, and this is your confirmation that we are going to flip the auction on the short term. Remember that this is market micro mechanics, so you always need a confirmation from the higher time frame on what's happening here. Let's go on the next one. This one is the Stucky Grill, and this is when you have the book that have multiple levels of liquidity above, and you can see that the market is usually during the opening, start to get a really aggressive during the opening, okay? And you can see that they protect their movement, so they do the first push, put fresh liquidity to protect and fuel the movement. Here, they do the second push, and they put fresh liquidity to fuel. This means they wants to go up, they want to capitalize up. As you can see, they are not putting liquidity, this is empty. They are not putting protective liquidity to protect this level, but they are going to put protective fresh liquidity to fuel the aggression on the way up. And this is all example of reload of fresh liquidity till they reach the final take profit in this area. This is another amazing pattern that you can use to boost your probability. Then we go here and we can see an example of a cluster of liquidity wall. And this is important because this can be the most tricky one because you have an absorption on the top, you have a liquidity wall on the top and you will think to go short here. But when you see that there is a strong cluster of four levels stacked on each other way higher than this aggressive liquidity of the sellers, all these levels here on the Nasdaq, you can understand that the highest probability here is that they will get a full fill, okay? You can see the absorption on this level to go to the next liquidity level on the way up. Remember the market is a path of least resistance, okay? And all the players, specifically institutional player, use execution alpha mechanism. And that's the reason it's really important if you want to improve also a little bit your risk to reward or your risk management or use the micro mechanics to get a higher probability of getting your trade, this is the best way to do it and to improve the feeling of your order. Now, let's go to the flip of the auction. The flip of the auction it's an amazing example of the battle. As you can see, buyers getting aggressive, buyers getting aggressive, sellers getting aggressive here, but they are protected by this liquidity wall that you can see here, okay? When the sellers take the final decision to breach through, this is important because at the same time you see the protection of the aggressive market orders sustained by the liquidity wall. So, what does it mean? That if the price try to go back here, it will find the resistance on the liquidity level. Sometimes it can spike up, fill all and collapse. And this is a break and protect pattern. When you have a breakout sustained breakout, it's sustained by a fresh liquidity and this is a really high probability of going to the next liquidity. Maybe this is a small movement for you, but it's enough to put your position to break even. Why? Because if they start accumulating here and they come back, there is a high probability that they will reverse the market. Now, let's go on the iceberg. What is the iceberg? We like to call the iceberg the hidden liquidity because it's a reload on levels that are invisible, that you cannot see because they don't put the amount in the order book, but they reload the level with algorithm. So, you can see that they did a reload here, and uh you had this arrow here that is showing you where the sellers found a wall, a wall from the iceberg, and even if the liquidity, the resting liquidity was not so high, this one was a super important level. And you can see this with specific algorithm. For example, this one is detecting the iceberg orders, the liquidity that you cannot see. Let's go on, and let's see the example that they used to distribute, and this is an example that I always like to make to explain the activity of the institutional player. They have necessity to fill large amount of orders. So, as you can see, they put multiple iceberg orders on the way up. So, they put the first one here, as you can see, the second one here, and the third one is the one that really stopped the market and got filled completely, and the market start to collapse, and they reloaded, okay? Even before the liquidity. So, everyone that is scalping here will think, "Okay, I will enter if I see an absorption here." But the market never reached this level, and you can stay there waiting that the market goes there. But the real reason is because the iceberg got filled completely on this level, on the 27,875, around this level, okay? So, it never managed to reach liquidity. And also here, as you can see on the bottom, there was a major liquidity level here that a lot of players could wait for the market to reach that never got reached because the price wanted to go long and got filled the orders even before. How they can do this? Using algorithm that fill order fractionalized, okay? In a fractionalized way. So, instead of putting the full order, okay, on the limit that you will see like this, they just reload the level, okay? So, you fill the reload, they fill the reload. You fill the reload and there is a way to spot it using specific iceberg detection method. Hope you enjoyed it. Leave a like and a comment if you like this kind of content. So, we are now in live market environment on the 4th of May, 2026 and I would like to show you how much this can get useful when you need to get a feeling level. As you can see, here they fill multiple levels, one here, one here, one here. All these resting liquidity, but the only level that managed to have a push up and to create a real movement is the one that got supported, as you can see in this area, by the reload level, okay? This is really important. Here you can see a clear absorption on this resting liquidity and this can be a level that still they struggle to break and that if they manage to take control could give to the price a squeeze on the way up where you see a lot of aggressive orders eating the book because you have a major filling level on the 27,900 and 40, 939, 940, okay? So, this one seems to me as an accumulation phase. Let's see how this one behave, but as you can see here you have multiple levels really low and then you have a thick level of resting liquidity here that could be revisit and you have here exactly the pattern of reload. So, when you have an absorption of the sellers and aggression of the buyers and they put a resting liquidity, but in this case fresh to protect and fuel the movement up. As you can see here, they are trying to protect the horizontal level getting filled more sell order, but as you can see from here the buyers are trying to get aggressively and squeeze. Let me go deeper so you can see the interaction in real time and this one is live market guys and you can see that these buyers got absorbed exactly at this horizontal liquidity level and the next level that they are going to target is this intermediate level that got created now on the 27,890. You can see that the aggressive sell orders are taking control and this 27,875. These are the two main level that we could reach. And as you can see here the sellers got really aggressive on the way down. They absorb the buyers, they put their load here and now the battle it's it's getting more hard and the volatility it's also going higher because this market it's analyzing the regime of volatility and it's giving you the probability of getting in any direction. As you can see here, they are battling on this horizontal level on the 27,890 and it seems from how the orders are unfolding that the sellers are losing the control of the situation and buyers want to really to push to get aggressive and to finally break this level to go on the main level of liquidity that is the 27,940. Look how much liquidity there is here. This will make the grill, the pattern of Enrico Stucky. In the meantime, while I comment the session, I will show you the settings and a small tutorial of the Deep Tone platform. We can see that here we have all the drawing tools. If you are a price action trader, you need to mark the most important level of the battle. So you need to mark where the sellers took control and when the last time the buyers took control and the intermediate level of liquidity. And also let me explain something here. I've been a price action trader for years and I was always assuming liquidity. Watching liquidity in real time how it interact with orders. The real liquidity is letting you really understand how the auction move. And this is important because as a price action trader you can be extremely profitable using pattern, but you are always in the in this kind of mindset where you need to draw important levels of liquidity and assume where it can be. But in this case we saw this one in real time. We understood the auction in real time. And we are understanding also this one how they reloaded the level and where they are going next here on the 27,875 and why they are going there. Then other than this we can customize everything. We can customize the contrast. So if you want to have more visible level, I prefer them to be darker, okay? Because so so I can see only the most important level here and the other one fade also the market maker activity is less visible on the chart. You can manage to select the bubble grouping as you prefer. For example, if you want to trade absorption and reversal, you can put this in the 70 to 75% to spot in a really simple way where buyers or seller get absorbed. Look at this huge horizontal absorption that you have here and aggression of the buyers. And you can also select here the size of the bubbles. So you can decide if you want to have more or if you want to have intermediate. That is I think it's more pleasant for the eye, specifically if you scalp for multiple hours per day. And then the contrast of liquidity. So if you don't want bright color, you can go in the 80% and only see really the most important level. And as you see here, they are trying to squeeze this top and complete the grill pattern. So filling all this liquidity horizontal level and squeezing the top, accelerating with this big bubble, doing what I call the squeeze. So eating all these level horizontal level of liquidity, filling all these level on the 27,912 and doing a big aggressive move to go to the next station. This is what I call the next station, okay? This is the other horizontal level of liquidity. And as you can see, on this case, we can see the interaction of the players. The buyers try to push, the sellers protected, but the buyers reloaded, reloaded the fresh liquidity. And this is the first information that you can get that there is interest in continuation. Even if the sellers will try to push it through, the fact that there is passive liquidity here is the break and protect. So, trying to get And as you can see, this is an example live of how the reload unfold, okay? Look at this beauty. So, they managed to break this horizontal level, the sellers reloaded, but also the buyers reload. And here you can see the sellers encountering a wall of liquidity on the reload side. And now, you can see the buyers eating all the level of liquidity. If they squeeze this one on the top and they reach this one, probably, with high probability, they will go for a fast move all the way up because, as you can see, this level is pretty empty, okay? Yes, you have something on the 27,000 and 125, but mainly here, who is controlling the auction is buyers. And you can see from this aggression, no? Look at this aggression. This is another example of one side taking control, catalyzing one movement, and the sellers trying to recover the movement on the way down, getting aggressive, as you can see. They are trying to push the market back to the fair value. Which one is the fair value of all this range? The fair value of all this range, you can see here, is the origin of the move. So, it sold this aggression, and the buyers put what? Uh, fresh liquidity. This is a reload. I don't know if this will get filled. You don't have a guarantee that the fresh liquidity gets filled, but this is an information. They break, and immediately after they break, they reload liquidity. So, they want to get more contracts filled to go long. This is important because this one here it's protecting the intention to go higher. And in this case, if you see this one doesn't always happen, but if you see this one raising, perfect. If you see this one raising, means that they are willing to get filled at higher level to be in the movement. And this is an amazing confirmation of the buyers wanting to continue the auction up and having a breakout movement. And in this case, we can clearly lead the path of least resistance on the buy side. So, we can see that the highest probability is that we squeeze this high, we go on the top on the 27,915, and we fill this level of liquidity. And here we see the interaction, and you can do this every single time. Now, when they break this level, if they break this level, you see And if you see other fresh liquidity getting added here, it means that they want to fuel the movement up. As of now, the fresh liquidity is still here, okay? As you can see, they are adding short, but look at this movement how much is getting aggressive. Look how much is fueled by orders. This is the real auction market theory. This is the market mechanics at its finest, okay? They strike one of the most important liquidity level, and as you can see, the buyers give back the rain. So, they get They got really aggressive here, but they found a ceiling. And this is important for take profit, for partial, can give you a lot of information of where you can take a decision of unloading a position. This is a good piece of information for scalpers, for example. As you can see, the buyers are not willing to get filled at higher levels, and this is an information because the sellers could try here to reload on the way down and get back to fair value and balance. Why? Because [snorts] the resting liquidity and the fresh liquidity is not protecting the move up, so there is not a lot of interest. So, the it's solely in the hands of the aggressive market participants, the buyers, okay? So, from the heat map, we can see that one of the most important level is the 27,925, this horizontal level. If this one gets broken, I would like to see exactly the same that we saw here, breaking and loading liquidity. This means that is a sustained move. Look at this aggression, okay? Let's see if now they add something on the liquidity side. They are breaking. They are not having an easy time break this level, but they are trying their best to break. See how this goes. So, the buyers are taking control and are absorbing sellers on the way down. So, they are definitely breaking here, but I don't see resting liquidity getting hot on the on this level. So, it means that they are not willing to get filled here, but they still have this massive liquidity level on the 27,895. So, there is a probability that we will see a retracement of the market. Okay, if they don't put anything anything else. We are really close to the final target level. Let's see how this one goes. They are rebalancing. They are rebalancing here. Let me make more precise the level. This is the level. One, two. Remember, it's not a level. It's always an area. It's important to understand this. When you approach this, okay, you can see a reversal something below, okay, because it's not a single level. You cannot put only in the 72. You can you needs to understand that there are orders around it, okay? It's always an area. Buyers still in control. Look how much they are getting aggressive. As you can see, we can cancel everything here to make the heat map as clean as possible. Look at this beauty. We can see how the CVD it's behaving here. Let me activate on the bottom of the chart. So, the buyers are in complete control. You can see here. Buyers are dominating this auction from the beginning of the session. We can go on the view up that is giving you also the standard deviation of where we are. And if we zoom out, we can see that we are above the first standard deviation of the view up. So, buyers are definitely in control. This is the fair value of the day, and this is a level that we could see filled once they reach the main heat map level on the 27,940. Let me also put for you the horizontal volume, and this one can be really useful if you want to do some volume spread analysis, for example, watching the vertical levels and the absorption on the vertical levels because this mark really important levels here, okay? For example, this aggression here that got completely stopped is relevant. And also what you are seeing at the moment, so a lot of seller aggression is trying to flip the auction. As you can see, they put, while I was talking, other fresh liquidity to fuel the movement. I don't know if you can see. This is the new fresh liquidity that they add to fuel the move- the movement, and the seller stuck here, as you can see, and they are flushing all the orders, okay? This one it's live. It's on Monday. We just received a missile alert in the United Arab Emirates, and this is how the New York session is unfoldings in terms of orders on the heat map. I hope you enjoy this kind of content. This is more technicals. The heat map it's a little bit more technical and complicated that what we are usually watching here, but I think this kind of master class can give a lot of value to scalpers that want to improve their precision. Look at the sellers trying to take control here. And here they find a wall. You see the first reaction they see on the wall is this one, absorption. And now you can see the second time they touch. So, when the buyers get filled here, you can see all these orders, okay, on the bubbles, and you can see, look at this beauty, how the market have an immediate reaction when they reach. Then they could try to reload, because here we have a level, but it's important to understand how much of a strong reaction we can see at these horizontal level that are levels that mark the most important crossing point and check point of the market participants of the day. Look at this beauty. Look at this beauty. This was the most important level that we had from the beginning of the session. I hope you enjoy content. Let me know if you like the breakdown live of how you can use them the heat map, and how you can build a the liquidity heat map confluence on the order flow analysis. Of course, today the bias was was on the long side, and how you can get also a better feeling level using nothing else that market microstructure. This is not science of orders, okay? Some conspiracy theory. This is how the market moves. These data are provided directly from the exchange, so you have one certainty. You know for a fact that these data are real and these data are actual levels waiting to get filled paired with actual execution on the bubble. I hope you enjoy this kind of content. Let me know in the comment section and leave a like if you enjoy this kind of breakdown of the session. Okay, this is the original level that we were watching before, the one that we mark after the opening of the session. And as you can see, this is what I want you to watch in the heat map because it's a really objective piece of information. They had an absorption of the buyers here. We had the buyers getting really aggressive on the top getting absorbed and this is a perfect example of a reload. So the sellers say, "Look, you don't go anywhere." And from here they took control and the the sellers are getting aggressive, okay? And they eat this original level of liquidity here, as you can see. And the second level of liquidity that you have is this one, this 27,915. So you can see that they didn't remove this liquidity, so they still have a bias on the long side, but now they are having a really difficult time breaching through this level. Now they are approaching again, let's see how they behave and they are raising this liquidity, you see? Before was here, then it was here, then it it's here. So if they manage to break, this one is the next sensitive level with a high probability of getting filled, okay? And here we can see also how the sellers are behaving. The sellers, when the buyers started retracing and started to get aggressive, the sellers place another level of passive liquidity. So they want more order to get filled. Now let's see if a big absorption buy is placed here. Here you can see, but this one could be a level that bring the sellers in a potential retracement phase, okay? So from here we could expect that the buyers get a really convinced of breaking through, so we need to see a lot of buyers aggression bubble. But in this case, what we can see with the highest probability is that the sellers wants to get more order filled, wants to complete the distribution to go back to the main level, so the 27,915. This is the reading and market reading that I would make considering that I have a long bias for the day. You always needs to consider that even if your bias it's on the long side, you still have retracement on the main direction of the day, okay? And this one and this one on the top specifically could be levels that bring >> [laughter] >> that bring an amazing retracement for the day. This is a incredible aggression that we have. They are filling all the levels. They filled the first, they filled the second. They missed only this one and then if they break this one, they have one really low on the 27,850, but I think this is enough to start on the way back and you can see here that they are getting aggressive. Now, let's see what the CVD is telling us and the CVD as you can see is flipping lower. So, even if the main direction of the day is higher, they are getting aggressive on the downside. What does it mean? That I will not try reversal play. I will not try to get long while the sellers are dominating the auction because it's a suicide, okay? I will wait for the buyers to show me some kind of protection. They filled all the levels, you see? These were levels that we had from before and when they accept above this level, look at this liquidity. This is fresh liquidity, okay? This is a potential reload. So, this liquidity level here is telling us, "Look that from this level there is a high probability that you have a rebound, okay?" So, you have an absorption of the sellers here and you go back to the main liquidity area of the sellers. And then we see from here if the aggressive buyers have the power and the strength to go higher. Look how much they are aggressive the sellers here, still going aggressively down and if they manage to break this horizontal level that still is getting protected in the blue area, you have a flip of the auction and you flip the bias of the day. So, it means that your next target is the 27,870 or the 27,850. As of now, buyers are still protecting and the real battle is here on the 27,910. This is where you can see if the buyers is are having enough strength to get aggressive on the level. See what they do. Let's see also the CBD. CBD is stable, so there is no aggression of the buyers, but the market is going up. So this means that if we have a flip here and we see a buy aggression of the buyers, we could make a lot of points on the up. Compressed, compressed, no aggression of the buyers, no aggression of the buyers. They are starting to have a little bit of movement here. Look at the sellers always protecting on this horizontal level. Once they reach the 27,900, the sellers show their hand really aggressively. This one seems to me like an accumulation area and the reason is this horizontal level it's showing a lot of absorption here. They filled completely the 27,900 and they are going back as you can see to this passive liquidity level. Look at Look at the order that got aggressive on this level and they broke the level. So they flipped the auction reload of the sellers. Look at this reload. Reload of the sellers number one, reload of the sellers number two. What does it mean? That they wants to get more order filled and this could be for the reason that they wants to get this horizontal level filled. So they could Now they got filled completely. This one could be an information that we have that the auction Look at this amazing reaction here. The auction would go to the 27,870. So if I took a short from here, I would consider bringing my full take profit way lower than the low. So for example here, filled now, okay? Okay, now let's go on why this kind of information are important. So first of all, with the liquid heat map, you can predict with a high degree of accuracy which kind of volatility you could expect and today was telling us that we were high volatility. But more than this, on all the breakdown in the live session that I gave you before, in the end, the level that I marked for you, the most important liquidity level was the top. And this kind of information you cannot see only with execute order because you don't know where there is the massive liquidity wall of the passive orders. Second of all, with my confirmation I would have taken the first trade here, okay? This timing difference can be a lot of filling execution divergence, okay? So, you you can be filled way lower if you don't know when to search for setups. And also, when you have the confirmation, for example, on the Nasdaq effort, watching what happened from the liquidity heat map, exactly the level that they rejected here, seeing horizontally the 27,910 and 912, and knowing that this pattern here on this absorption of the buyers and this reload here, it's exactly where the Nasdaq effort printed, is giving me the confidence to go to the next level of liquidity. Where is the most important next level of liquidity after the touch? This one got consumed, this one got consumed, which level do we have here below? We have here below this level of liquidity. Okay, we have the 27,790 that is super far, and we have this cluster. So, we have TP1 and TP2 here, okay? And today, the Nasdaq unfolded collapsing like this. Now, this was also a news about Iran, and here in UAE, the attacks are getting back, but the situation that we can see here, also this is the second Nasdaq effort area. What can you notice? You can notice that you have liquidity heat map level here, okay? Removed. Putting lowered. What does it mean that they want to get filled and they are willing to get filled at lower levels? You see this amazing absorption, on top of this you see reload, reload, reload, reload. This is all fresh liquidity fueling the movement down, and you can see that here you have Nasdaq effort and Nasdaq effort area. So, this is another example of how you can pair all this information that you have from the heat map. Look how much the price is rejecting this level here from an aggressive from aggressive participants. Pairing this information, for example, the bounce that we had when we reached the maximum point of liquidity resting here, and these are levels that they put after, so this is fresh liquidity and this is fresh liquidity, and this is fresh liquidity, okay? So, this is another example of reload. Look at this. This is an absorption and reload here. It's giving you a lot of confidence about when to engage in setups, okay? And it's giving you a better timing advantage over other players here. I hope you enjoy this kind of video and see you in the next one.