Absorption
Aggressive orders met resting size and the resting side held. The whole observation is that volume happened and price did not follow.
What absorption means
Every trade has an aggressor and a passive side. The aggressor lifts an offer or hits a bid; the passive side is resting there and gets filled.
Normally, aggression at one price uses up the resting size and price moves to the next level. Absorption is when that does not happen — the aggressive orders keep coming, they keep getting filled, and the price stays where it is. Someone on the passive side kept replenishing the quote faster than it was being taken.
That is the entire claim: size traded, price did not follow. It is a description of what already happened. It says nothing about what comes next.
What it looks like on a footprint
A footprint bar splits each price into the volume that traded at the bid and at the ask, so absorption shows up as a shape rather than a number:
| What you see | What it describes |
|---|---|
| A row with heavy volume on one side | Aggression concentrated at one price |
| The bar's range staying narrow around it | That aggression did not produce movement |
| The next rows staying thin | Price did not walk away afterwards |
The contrast is the informative part. The same volume with the bar's range extending is the opposite picture — the book gave way. See how to read a footprint bar for the cell language this rests on.
What OrderVane marks
Absorption is one of the three tape marks, drawn as a horizontal bar at the price where it happened. The other two describe aggression that did travel — see big trade markers.
A mark is drawn when all of these hold at once:
| Setting | What it controls |
|---|---|
| Absorption min volume | How much has to trade before it counts as size |
| Absorption max range (ticks) | How tight the price band has to stay — this is the "did not move" part |
| Absorption min prints | How many separate prints, so a single block does not qualify |
| Absorption DOM confirm (live) | Optional: require the resting side to be visibly large in the book |
Volume alone is not absorption, and a narrow range alone is not absorption. The mark exists at the intersection: enough size, in a tight enough band, over enough separate prints.
Absorption DOM confirm is live-only. It reads the current book, and there is no historical book to read. On replayed bars that condition is simply not evaluated rather than guessed at.
Absorption at a level
The tape marks above describe absorption wherever it occurs. A separate mark describes it at a place you were already watching: when price touches an extended session level — the previous session's VAH, VAL or POC — OrderVane can record whether that touch was absorbed.
The two are the same mechanism observed at different scopes. The tape mark answers did this pressure achieve anything? The level mark answers did this pressure achieve anything here?
Absorption is not exhaustion
The two get used interchangeably and they are different observations.
- Absorption is about the passive side: size arrived and something held it.
- Exhaustion is about the aggressive side: the pressure ran out on its own.
They can look similar on a chart because both end with price not moving. OrderVane marks the first, because it is the one the tape can actually show — replenished resting size leaves a trace in the volume-versus-range relationship. Whether the aggressor gave up is not something a print tells you.
Exhaustion has its own page — what it means, why the tape cannot establish it, and what we draw instead.
Honest limits
- It is an observation, not a forecast. The mark says size traded and price did not move. It is not a probability, not a signal, and not a recommendation.
- Aggressor side comes from your feed. OrderVane uses the broker's aggressor flag where it exists and falls back to standard tick-rule inference where it does not.
- Absorbed does not mean held. Price can be absorbed at a level and go through it on the next attempt. The mark describes the attempt it was drawn on.
- Where the tape does not reach, there are no marks. Your broker's tick history has a limit, and past it the chart is empty of tape marks rather than filled with guesses.
- This mark is in every tier. Absorption is part of the Lite core, alongside bubbles and clusters.
Related
- Exhaustion — the observation this one is constantly confused with
- Big trade markers — the other two tape shapes, and how they differ
- How to read a footprint bar — the per-price view underneath
- Session levels — where absorption gets recorded at a specific price
- Bid/ask walls — resting size that has not traded yet
OrderVane draws this on your Quantower charts.
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