1
Volume at price
Total volume assigned to price bins over a selected range.
Lesson · Volume and Order Flow
Volume Profile
Organize traded volume by price rather than time and identify where the market spent activity.
Core concepts
What to understand
Keep the interpretation direct: participation, aggressive side, and actual price progress.
2
Point of Control
The price bin with the greatest measured volume.
3
Profile shape
Distribution reveals concentrated acceptance, multiple value areas, or thin transition zones.
Interactive lab
Change the market conditions
Use the controls and read the “What the market is doing” explanation after each change.
Volume Profile Lab
Synthetic educational data · no live market connection
MARKET DATA
Reading process
Follow the reading steps
Do not jump from one number to a trade. Describe the evidence first.
Define the range
Session, swing, visible range, or another fixed sample.
Locate concentration
Find POC and high-volume areas.
Locate transitions
Find thin areas where price spent little volume.
Knowledge check
Check your interpretation
Select one answer for each question. Feedback appears immediately.
1. The Point of Control is:
POC is the profile price area with the greatest assigned volume.
2. A high-volume node most directly represents:
The market spent substantial activity at that price area.
3. Can total volume profile identify buyer-initiated versus seller-initiated volume?
A standard profile aggregates volume at price and does not classify aggressor side.
4. Four bins hold 400, 1,200, 900 and 300 contracts at 99, 100, 101 and 102. Where is the POC, and what share of the 2,800 total do the two busiest bins hold together?
The POC is the bin with the most volume, 100. The two bins together hold 2,100 of 2,800, 75%, which already exceeds the 70% a value area is drawn to contain.
Practical rules
- The selected range changes the profile.
- POC identifies activity, not automatic fair value forever.
- Combine profile location with current price behavior.
Common mistakes
- Treating every high-volume node as support.
- Comparing profiles built from different ranges without noting it.
- Inferring trade aggressor from total volume at price.
References
Official reading
The lab is simplified; these sources provide the underlying market and execution definitions.
CME Group · What is Volume?
Official overview of how futures volume is counted and interpreted.