The Playbook 04: stacked imbalance, one real day
Three or more footprint rows in a row where one side traded at least three times the other. This video turns two such zones into the same numbers and records what price actually did — and counts how many zones on eight days lasted past the next bar.
The day in numbers
CL December 2026 (CLEZ26), 5-minute bars, regular session — the same day as The Playbook 01 and The Playbook 03. The footprint rows are 1 tick (Footprint price step 1). The default is 3 ticks, and with 3-tick rows this day drew no stacked imbalance zones; the other settings are the defaults: an imbalance ratio of 3, a minimum volume on the busier side set automatically (about 15 contracts that day) and 3 stacked rows. A sell zone is broken when price trades above its top; a buy zone when price trades below its bottom. With 1-tick rows the regular session drew four stacked imbalance zones; the two sell zones of the morning slide are compared here.
| Zone A · 08:35 bar | Zone B · 09:10 bar | |
|---|---|---|
| Zone | 99.00–99.02 | 97.99–98.02 |
| Side | sell (sellers hit the bid) | sell (sellers hit the bid) |
| Rows stacked | 3 | 4 |
| Sell volume in the zone | 203 contracts | 250 contracts |
| Ratios | 3.5, 3.5 and 28 times | 4.7, 5 and 8.5 times, and 123 against nothing |
| Broken | 1.7 minutes after its bar closed (99.03 at 08:41:42) | 124.7 minutes after its bar closed (98.03 at 11:19:41) |
| Through, 15 minutes after the break | 2 ticks | 6 ticks |
| Before the break | 14 ticks away | 274 ticks away |
Across the eight front-month days from 16 to 27 October 2026, the regular sessions drew 27 stacked imbalance zones with at least one later bar to measure (1-tick rows; 2 with the default 3-tick rows). 23 of the 27 were broken by the very next 5-minute bar. Zone B was one of the four that were not.
These numbers describe what already happened. They are not a forecast, a probability or a trading signal. A zone is not support or resistance.
Chapters
- 0:00 Intro
- 0:23 Inside the 09:10 bar: every price, both sides
- 0:42 What an imbalance is
- 1:22 From rows to a zone
- 1:44 What breaks a zone
- 2:00 The memory problem
- 2:32 The playbook in three steps
- 2:57 The real day: 20 October 2026
- 3:35 Zone A · 99.00–99.02
- 4:10 Zone A · what came next
- 4:29 Zone B · 97.99–98.02
- 5:02 Zone B · what came next
- 5:26 Side by side
- 6:11 Eight days of zones
- 6:31 What OrderVane does
- 7:00 What the numbers are, and are not
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 zone is built, drawn and broken is on Stacked imbalance zones. The previous episode is The Playbook 03: absorption.
OrderVane Pro and OrderVane NT Pro mark imbalanced rows and stacked imbalance zones on Quantower and NinjaTrader 8 footprint charts.
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