MULTI-VIEW CONTEXT
Footprint, CVD and Volume Profile with a Heatmap
Each view answers a different question: where liquidity is displayed, where volume trades, how aggression accumulates, and where the market accepts activity.
Roles of the views
- Heatmap: where displayed liquidity concentrates and changes.
- Footprint: how transactions distribute inside each bar or price level.
- CVD: how net aggressive buying or selling evolves over the selected sequence.
- Volume Profile: where executed volume accumulates across price.
Interpret relationships, not labels
A divergence or imbalance becomes useful only in context. Compare location, preceding behavior, execution quality, reaction, and invalidation rather than treating the label as a trade instruction.