The Playbook 05: big trades, one real morning

One large order often fills as dozens of small prints within a fraction of a second. This video turns each burst into the same few numbers, records what price actually did in the next five minutes — and counts what happened after 225 bursts on eight days.

The morning in numbers

CL December 2026 (CLEZ26), 5-minute bars, regular session. The settings are the defaults: a tenth of a second, at least 60 contracts, at least 70 percent from one side, and prices inside the slot no more than 10 ticks apart.

Burst B printed at the low of the move after burst A.

Across 19–28 October 2026 (eight front-month days, 08:00–13:30 CT), the default rules found 225 bursts; after 98 of them price went further the other way in the next five minutes. Of the 37 bursts of 150 contracts or more, the count was 22.

These numbers describe what already happened. They are not a forecast, a probability or a trading signal. A big trade is not a buy or sell signal.

Chapters

• 0:00 Intro
• 0:18 One real morning, burst by burst
• 1:04 Inside one bar: the footprint, opened up in time
• 1:37 What a big trade marker is
• 1:44 The default rules, checked on one bubble
• 2:04 One slot per trade
• 2:23 The memory problem
• 3:07 The playbook in three steps
• 3:56 The real morning: 21 October 2026
• 4:12 Burst A · 08:42:23
• 4:27 Burst A · the next five minutes
• 4:36 Burst B · 08:47:13
• 5:13 Burst B · the next five minutes
• 5:29 Side by side
• 5:42 Eight days of bursts
• 6:09 What the numbers are, and are not
• 6:46 What OrderVane does

About this video

The narration is AI-generated (Google NotebookLM) from a source document we wrote; two phrases that misstated the source were cut from the audio. The chart data are the trades Quantower recorded for that day. How the bubbles are detected and drawn is on Big trade markers. The previous episode is The Playbook 04: stacked imbalance.