When large size hits the tape at the exact level you're watching, it's not coincidence. Big Orders shows you where institutional participation is real — and where it's absent.
What you're reading
Each bubble represents the net delta (ask − bid) at a specific price level within a bar. Bubble size scales with delta magnitude. Color indicates direction: teal = aggressive buying, magenta = aggressive selling.
Large teal bubble at support — real buying commitment at a structural level. Strong signal that the level is defended.
Large magenta bubble at resistance — real selling at a structural level. Price is likely to turn or stall here.
Bubble cluster in one direction — multiple large prints on the same side within a few bars = sustained directional commitment, not a spike.
Missing bubbles on a move — price is moving but no large prints appear. Thin, unconfirmed move. Higher fade risk.
Bubble against the trend — a large print in the opposite direction of the current move. Potential absorption or trapped committed traders.
Confluence — what to stack
Big Orders signal
Add this indicator
Result
Teal bubble on ORB breakout bar
Flow ORB — is this above the ORH level?
High-conviction breakout — real participation confirmed
Teal bubble at demand imbalance zone
Flow Imbalance — is the zone still active?
Zone holding with participation — strong long
Magenta bubble at supply zone
Flow Imbalance + Flow Footprint absorption
Triple confluence fade setup
Large bubbles missing on breakout
Flow CVD — CVD flat or declining too?
No participation — skip or fade the breakout
Bubble cluster at VPOC / session POC
Flow Volume Profile + Flow Delta Axis — is this the POC?
Institutional magnet — high mean-reversion zone
Trade scenarios
ORB breakout confirmed by bubble — the highest-probability entry
SetupThe Opening Range is defined (first 15 or 30 min). ORH level is visible. Price consolidates inside the range then begins to push.
TriggerPrice breaks cleanly above ORH. A large teal bubble appears on or just above the ORH level on the break bar or the following bar.
ConfirmCVD is rising. Footprint shows strong ask-dominant levels on the break bar. No absorption in the break candle. ORB projected TP levels visible above.
InvalidatePrice breaks ORH but no meaningful bubble appears. CVD flat. Or a large magenta bubble appears on the break bar — trapped longs, fade the break.
Trapped buyers — bubble against you
SetupA strong bullish move. You're considering a long near the highs.
TriggerA large magenta bubble appears on a bar near the high — large selling print at the top of the move.
ConfirmFootprint shows absorption (high volume at high, near-zero delta). CVD starts rolling over. Delta Grid shows negative delta% on the top bar.
InvalidatePrice takes out the high on the next bar with a large teal bubble. The sell was absorbed — don't fade.
Empty tape — skipping the trade
SetupA level you planned to buy at is being tested (imbalance zone, VWAP, prior POC).
TriggerPrice touches the level but no meaningful bubbles appear in either direction.
No confirmation — thin tape at a structural level means low commitment. Algo/retail participation only. Higher probability of random stop-hunting.
ActionSkip this entry. Wait for the next test with cleaner bubble confirmation or a different setup entirely.
Key settings
Delta threshold — ES: Start at 200–400. During high-volatility sessions (CPI, FOMC) raise to 500+. Smaller threshold = more noise.
Delta threshold — NQ: 60–150. NQ moves faster with less absolute volume per level.
Delta threshold — CL (Oil): 80–150 contracts.
Bubble display mode — Hybrid (outline + label) keeps the chart clean while showing scale. Full fill is useful on a dedicated panel chart.
Text in bubble — Useful for tape reading. Shows the exact delta value. Disable if chart is too cluttered.
Quick FAQ
Is a big bubble always a signal? No. Size without structure context is noise. Always combine with a structural level (imbalance zone, ORH/ORL, VWAP, VP POC).
What's the difference between teal and magenta bubbles? Teal = net ask (aggressive buying). Magenta = net bid (aggressive selling). Color is determined by net delta sign at the level.
Does it show stop runs? Yes if enabled. Large prints appearing just below a key level then reversing is a classic stop-run pattern.
