On the NQ and ES, the cleanest read of institutional intent is order flow — the actual buying and selling at each price, not just the candle.
Diagonal imbalances
A 3x diagonal imbalance occurs when the volume traded at the ask on one level is 3x or more the volume traded at the bid on the level below (or vice versa). It marks aggressive one-sided participation — a footprint of intent.
Order blocks = stacked imbalances
When you get 3 or more stacked imbalances in a row, that zone becomes an order block — a price area institutions defended. These zones often act as support/resistance on the retest, which is exactly where high-probability entries cluster.
See it automatically
Reading this by eye is slow. Our Orderflow Annotations indicator marks 3x diagonal imbalances and stacked order blocks directly on your NQ/ES chart — and overlays market-moving news right where it hit, so you can connect the move to the catalyst.
See the Orderflow Annotations indicator →
Educational content only — not financial advice. Trading futures involves substantial risk of loss. Past backtested performance does not guarantee future results.