Futures / Order Flow / Volume Profile / Options Flow
The library
Everything I teach, written out. Start at the top with auction market theory, because the rest only makes sense once you understand why price moves at all.
Core strategy
The framework itself. Auction market theory, order flow, volume profile, options positioning and supply and demand, in the order I would teach them.
Auction Market Theory
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Auction Market Theory: How Markets Find Value
The foundation everything else is built on. Why price moves at all, where the framework came from, and the three states you have to be able to name.
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Market Profile vs Volume Profile: What Is the Difference?
Two views of the same auction, from the same origin. What each one measures, where they disagree, and why that disagreement is worth paying attention to.
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Balance vs Imbalance: Reading the State of the Market
The most practical skill in auction theory. Naming the current state correctly, and knowing which of your setups is allowed to exist in it.
Order Flow
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What Is Order Flow Trading? The Complete Guide
The main pillar. What order flow actually is, the four tools that make it up, and an honest account of what it does and does not give you.
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Footprint Charts Explained: Reading Bid vs Ask at Every Price
How to actually read the inside of a candle. Bid and ask columns, delta, the four footprint types, and the mistakes new readers make.
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Cumulative Delta and Delta Divergence Explained
The running scorecard of who is being aggressive. What delta measures, what divergence means, and why it produces more false signals than anything else on the screen.
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Absorption, Exhaustion and Stacked Imbalances
The three signals worth learning out of everything a footprint can show you, and the location test that decides whether any of them mean anything.
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Depth of Market: What the DOM Shows and What It Hides
The most watched and least trustworthy screen in order flow. What the book can honestly tell you, and the two mechanics that make everything else on it suspect.
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Order Flow Confirmation Models: Validating a Level Before You Enter
The part that turns reading order flow into taking trades. Four checks in a fixed order, and the discipline of stopping when one of them fails.
Volume Profile
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Volume Profile Trading: The Complete Guide for Futures Traders
The measurement layer of auction theory. What a profile is actually showing you, the three types worth using, and where the levels come from.
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POC, VAH and VAL: The Three Levels That Structure Every Session
The three numbers you will use more than any others, where they come from, and the distinction between price touching a level and the market accepting it.
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High and Low Volume Nodes: Why Price Stalls or Races
The two features of a profile that explain why price behaves completely differently at different prices, and the one that quietly makes the best targets.
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How to Build a Volume Profile Trading Strategy
Turning profile levels into an actual plan. Pre-market routine, three setups with their invalidation, and the days to sit out.
Options Flow
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Options Flow for Futures Traders: How Dealer Hedging Moves ES
Why a futures trader should care about the options market, how dealer hedging mechanically moves ES, and the basis adjustment nobody explains.
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Gamma Exposure (GEX) Explained: Positive vs Negative Gamma
The two volatility regimes and the level that separates them. What GEX measures, how each regime trades, and an honest account of how it is estimated.
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0DTE Options and Intraday Pinning: Why ES Sticks to Big Strikes
Why ES grinds sideways around a round number all afternoon and then moves the moment the close passes. The mechanics of same-day expiry gamma.
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Combining Options Levels with Volume Profile and Order Flow
The synthesis. Where options positioning, the auction and the footprint all point at the same price, and how to handle it when they point at different ones.
Comparisons
How this framework lines up against the methods most traders arrive with, examined with the data rather than argued from opinion.
ICT and comparisons
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ICT Concepts and Auction Market Theory
A fair comparison rather than an argument. What the two frameworks describe in common, where they can be checked against each other, and what the data adds.
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RSI, MACD and Moving Averages vs Order Flow
Not an argument that indicators are useless. An explanation of what a derivative of price can and cannot contain, and what replaces each one.
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ICT Order Blocks vs Volume-Confirmed Levels
Two identical looking order blocks, one with heavy volume behind it and one with almost none. How to check which you are looking at before you trade it.
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Supply and Demand Zones vs Volume Profile
Not a rivalry. Two ways of answering the same question, one subjective and portable, one measured and restricted to markets with real volume data.
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Fair Value Gaps vs Low Volume Nodes
Two names for an overlapping idea, measured two different ways. The cases where they disagree are the interesting ones.
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Liquidity Sweeps: What the Footprint Shows
The concept price-structure traders get most right, and the one place order flow adds the most, because a sweep and a breakout look identical until they do not.
Platforms, data and reference
The practical layer. Software, market data, session workflow and definitions.
Platforms and data
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Futures vs Forex for Serious Traders
Not a verdict on which market is better, but a clear account of the one difference that decides whether order flow analysis is possible at all.
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Best Order Flow Trading Software in 2026
What each platform is actually good at, where each one is weak, and why the honest answer for most traders is one platform rather than three.
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How to Set Up ATAS for Order Flow Trading
The configuration I actually use, why each setting is what it is, and the defaults worth changing on day one.
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Market Data Feeds for Futures Trading
The layer under your platform that decides whether your footprint numbers are accurate. What you pay for, what you actually need, and where people overspend.
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Day Trading Futures with Order Flow: A Full Session
How everything in the library fits into one trading day, in order, including the parts of the session where the correct action is nothing.
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The Order Flow Trading Glossary
Every term in the library, defined once, in plain language. The page to keep open while you read everything else.