Net Volume  
  Net volume totals are available for each trader group (CTI1,2,3 and 4).  Net volume is calculated by taking gross buy volume minus sell volume.  For example, if the commercials (CTI2) sell 100 contracts to market makers (CTI1) then CTI2 has net sold 100 contracts, CTI1 has net bought 100 contracts.

Net volume is classified as non-spread or spread volume.  Liquidity Analyzer® gives you the ability to summarize volume by each CTI group, volume type, and by contract month.  Data can be presented in a tabular (spreadsheet view) or graphically as a bar chart.

For example, below is bar chart of a moving sum of CTI4 net volume (non-spread)  over 5 days for the Mar/2005 contract for 10 year US T-Notes.  Below the bar chart is a price chart for the same contract month.

 
       
     
  [Click here to enlarge]  

NEW!!!

ORDER FLOW SPINES

 

Watch the net buy and sell volume at each price in the range of the major CBOT products

 

 
 

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