Bund Order Flow

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