Trading Evolution
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Volume profile

A volume profile sorts volume by price instead of by time. These articles detail how the POC and the value area are calculated, how volume profile differs from Market Profile (TPO), how to choose the period, and how to combine a profile with order flow, with worked hypothetical examples.

All articles in this section

Point of Control, Value Area High and Value Area Low ExplainedThe point of control and the two value area edges are three prices drawn from one distribution. What each one measures, how software computes them, and the settings that quietly move them.Read the article →High Volume Nodes vs Low Volume Nodes (HVN vs LVN)An HVN is a price area the market accepted; an LVN is one it hurried through. Telling them apart, and knowing how each tends to behave when price returns, is one of the most practical uses of a volume profile.Read the article →Auction Market Theory for Futures TradersAuction market theory reads every futures market as a continuous two-way auction searching for prices where trade can happen. It gives traders a precise vocabulary for balance, imbalance, acceptance and rejection, and it has clear limits.Read the article →Volume Profile vs Market Profile (TPO): What Each One MeasuresBoth draw a sideways distribution of price, both have a POC and a value area, and they are often confused. Volume profile counts contracts; Market Profile counts time. That one difference changes what each shows.Read the article →Fixed Range vs Session Volume Profile: When to Use EachA session profile answers “where did this day’s auction do business?”. A fixed range profile answers “where did this particular move do business?”. Choosing between them starts with the question, not the tool.Read the article →How to Combine Volume Profile and Order FlowVolume profile tells you where to look; order flow tells you what happens when price gets there. Used in that order, each one covers the other’s blind spot.Read the article →

Free tools for this section

  • Volume profile guideHow a volume profile is built, and how to read the POC, value area, HVN and LVN.
  • TEVO VWAPTEVO VWAP, a free NinjaTrader 8 indicator: session, weekly, monthly or anchored VWAP with 3 volume-weighted standard deviation bands and alerts.
  • TEVO FootprintTEVO Footprint, a free footprint indicator for NinjaTrader 8: bid × ask volume per price, diagonal and stacked imbalances, bar POC and a delta table.

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Educational content. These indicators are not investment advice and guarantee no result. Futures trading involves a risk of loss that can exceed the initial investment. Terms of use · Disclaimers