The Playbook 03: absorption, one real day
Size hit the book and price did not move — twice. This video turns both absorption marks into the same numbers and then records what price actually did, so \"absorbed\" does not quietly turn into \"held\".
The day in numbers
CL December 2026 (CLEZ26), 5-minute bars, regular session — the same day as The Playbook 01. The marks use the default settings: a big trade is prints within a tenth of a second, 60 or more contracts, at least 70% on one side; an absorption candidate is a big trade that spans 1 tick or less; same-side candidates within 8 seconds and 1 tick are joined, and the mark is drawn at 100 contracts or more. In regular hours the tape drew 71 big trades and 12 absorption marks.
| Mark A · 09:15:42 | Mark B · 10:01:26 | |
|---|---|---|
| Side | sell (sellers hit the bid) | sell (sellers hit the bid) |
| Size | 140 contracts (61 + 79, five seconds apart) | 130 contracts (one chunk) |
| Band | 0 ticks (97.75) | 1 tick (96.07–96.08) |
| Where | 2 ticks above the previous session's value area low (97.73) | in the climb off the day's low (95.25 at 09:31) |
| 3 ticks past the mark | in the same second | never, that session |
| Next fifteen minutes | down to 95.46 | up to 97.49 |
The two marks look almost the same on the chart. What came after them was opposite. The mark described the attempt it was drawn on; it could not say which way the next attempt would go.
These numbers describe what already happened. They are not a forecast, a probability or a trading signal. Absorbed does not mean held.
Chapters
- 0:00 Intro
- 0:24 Inside the 09:15 bar: the tape, second by second, summed into the footprint
- 0:45 What absorption is
- 1:28 How the mark is built
- 2:08 Absorbed turns into held: the memory problem
- 2:48 The playbook in three steps
- 3:41 The real day: 20 October 2026
- 4:14 Mark A · 97.75 at the value area low
- 4:35 Mark A · what came next
- 4:50 Mark B · 96.07–96.08 off the low
- 5:13 Mark B · what came next
- 5:28 Side by side
- 6:33 What OrderVane does
- 7:07 What the numbers are, and are not
About this video
The narration is AI-generated (Google NotebookLM) from a source document we wrote. The chart data are the trades Quantower recorded for that day. What the absorption mark claims, and what it does not, is on Absorption. The previous episode is The Playbook 02: naked POC returns.
OrderVane Lite, OrderVane Pro and OrderVane NT Pro draw big trades and absorption bars on Quantower and NinjaTrader 8 charts.
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