Volume Profile — ES Futures

📍 Key Volume Profile Levels

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⚡ Live Divergence Zone Alerts

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⚡ Divergence & Key Zones (Prior Day Delta)

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📈 10d Volume Profile Histogram

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🔄 Today's VPOC Migration

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🗂️ Multi-Timeframe Profiles

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📊 Profile Statistics

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📋 Volume Profile Rules (Backtested)

Rule 7 — VAH Breakout

Price above 5d VAH AND buy_pct > 52% → LONG breakout

90% WR | HIGH confidence

Rule 8 — Below VAL (Mean Reversion)

Price below 5d VAL AND buy_pct neutral (48-52%) → LONG MR to VPOC at 2H

58% WR | LOW confidence | Stop -20pts

⚡ Divergence Zone Scalp (Layer 3 — Standalone)

Price within 5 pts of zone → approach from above = buy scalp, from below = sell scalp · TP +3 / SL -5 / 15 min · Runs independently from ORB

67% WR overall | 70% WR with Mild POS GEX + Normal RVOL | PF 1.23

VAH Rejection

Price at/above VAH AND buy_pct < 48% → sellers defending — short or fade the VAH level

72% WR

VAL Defense

Price at/below VAL AND buy_pct > 52% → buyers defending VAL — long MR

68% WR

VPOC Chop Zone

Price within ±5pts of VPOC → balanced market, high chop probability. Avoid directional trades.

No edge — skip or reduce size

Value Area Width

Narrow VA (<60pts) → trending day expected. Wide VA (>150pts) → range/chop likely.

Regime filter — adjust ORB expectations

Delta Skew

BULL delta skew (prior day) → continuation probability higher. BEAR skew → fade rallies.

Use as directional bias overlay

📊 Volume Profile — ES Futures