Market Profile

What is Market Profile?

Market Profile organizes price and time/volume to reveal where the market spends the most activity, highlighting value areas, point of control (POC), and distribution shapes (D-shaped, P-shaped, b-shaped).


How Market Profile Works

Two common variants:

  • TPO Profile (Time-Price Opportunity): Distributes time at price using letters/blocks.
  • Volume Profile: Distributes traded volume at each price.

Key elements:

  • POC: Price level with maximum time/volume
  • Value Area: Range containing a predefined percentage of activity (e.g., 70%)
  • High/Low: Range extremes

Interpretation:

  • Rotational vs trending day types; acceptance vs rejection around value.

Available Settings in FutPrint

  • Session Handling: Daily/weekly/custom sessions
  • Value Area %: Default 70%
  • Display: TPO, Volume, or both (if supported)
  • Style: Colors for value area, POC, and histograms

Practical Usage and Best Practices

  • Trade from value to value: rotations around VAH/VAL/POC.
  • In trend days, expect shallow pullbacks that fail to return to value.
  • Combine with delta/orderflow for conviction on breaks from value.

Limitations:

  • Profiles require context over multiple sessions; avoid isolated interpretation.

Using Market Profile in the Platform

  1. Add Market Profile from Profile & Market Structure.
  2. Choose session rules and value area percentage.
  3. Toggle TPO/Volume profile and style preferences.

See Also