Bund Order Flow

On Thursday 6th October, I saw the following tweets regarding order flow.

I record the ladder data, so below is the playback of the high and low in question.

Bund High at 6/10 at 164.87

Bund Orderflow

Bund Low at 5/10 at 164.36

Bund Order Flow No.2

Notes

On the High at 164.87

Made high and trapped buyers a couple of ticks from the high.

Pulled back and then went into a micro balance and built a mini hvn.

Then broke down. The breakdown was not as aggressive as the break up on the low at 36.

High was made on one attempt.

On the Low at 164.36

2 attempts to make the low.

Trapped sellers a couple of ticks from the low.

Pulled back and then went into a micro balance and built a mini hvn.

The broke up, with sellers getting out / very short term stops going off.

What do you see?

Please free to comment on your thoughts below.

Here is Adam‘s take on it

Bund Order FLow

5 thoughts on “Bund Order Flow

  • 09/10/2016 at 18:06
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    Hi Adey, I have been following your posts for a while now and I am having a lot of “ahaa-moments” thanks to you. Thank you for that!
    I have a specifc question, is there an email so I can reach you? Thanks again and sorry about my bad english.

    Best regards.

    Reply
  • 09/10/2016 at 18:12
    Permalink

    Hi Thiago

    Glad it is helping. Traders helping traders.

    If you DM me on twitter then I will let you know my email address.

    I have set it so that anyone can DM me.

    https://twitter.com/adeyf69

    Adey

    Reply
    • 10/10/2016 at 13:38
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      Hello Adey,

      I don`t know why, but I cannot send you DM on Twitter. It keeps me showing a message: “Your message could not be sent.”

      Do you know why?

      Reply
  • 09/10/2016 at 18:34
    Permalink

    Hello Adey,

    I saw the 05/10 order flow, I did not see the 06/10 (the replay is not very “realistic” 🙂 ).
    So it was the low:
    What I saw was lots of block sell orders on the way down and much less block buy orders on the way up, plus pulling of offers on the way up. Also speeding on the way up. The second attempt was the same but I think the way up was even faster than the first attempt. That is all. Also, it happened at previous naked weekly single prints.
    I cannot say that it was much different from what I notice at other occasions.
    I saw the tweet as well but could not compare as I have only one recording.
    So for me it was the combination of a weekly level, different speed of the opposite moves and number of blocked sellers.
    Cheers.
    H.

    Reply
  • 10/10/2016 at 11:35
    Permalink

    I forgot to add – fast reloading on the bid.
    H.

    Reply

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