Volume Footprint

Volume Footprint estimates a per-candle footprint from tick data. Each bar is divided into equidistant price intervals (sized by an average true range or a width you define), and the volume transacted in every interval is stacked alongside the candle. The result behaves like an intrabar volume profile, exposing the price levels where activity concentrated inside each individual bar.

How to Trade the Volume Footprint?

• Heavy intervals: the levels where the most contracts changed hands, the bar's areas of market interest and the anchor points for reading it.
• Gradient display: darker cells carry relatively more volume, adding depth of activity at a glance.
• Trend coloring: boxes tinted by the candle's bullish or bearish direction keep sentiment context attached to the distribution.
• As Percent: reads each interval as a share of the candle's total volume, making footprints directly comparable across bars.

Footprints are computed as new bars form, and changing the settings resets previously calculated ones, behavior that makes the tool most at home on lower timeframes, where fresh bars arrive steadily and intrabar detail matters most.

Volume Footprint Settings

• Method: how interval width is derived, either an average true range or a user-specified width.
• Width: the ATR period or the custom width, depending on Method; this drives how many intervals each candle contains.
• As Percent: displays accumulated interval volume as a percentage of candle volume.
• Display Type: how the footprint is drawn, as trend-colored boxes, a volume gradient, or uniform boxes with directional side lines.
• Trend Color: the bullish and bearish colors applied to the display.

Frequently Asked Questions

Why did my footprints reset after changing settings?

When would I use Volume Delta Candles instead?

How can I access the Volume Footprint?