Absorption
Absorption is heavy aggressive volume trading into a price level while price makes little or no progress through it, which is consistent with passive limit orders taking the other side. The observation is made on executed volume and price range; it does not identify who provided the liquidity or guarantee that the level will hold.
Senzoukria · Glossary · Updated September 2026
The three conditions
Most order flow readings are about movement. Absorption is about volume that should have moved price and did not. The absorption guide lists three things that separate it from an ordinary pause.
- Heavy volume at the level, clearly above what nearby levels carry in the same bar.
- Price holds: the bar's extreme does not push past the level by more than a small tolerance.
- Delta that points one way with no price follow-through, which is the same fact expressed as net aggression.
Two ways to measure it
The concept can be turned into a rule in more than one way, and the two Senzoukria implementations make different choices that are documented in their formulas. One asks whether a level took a large share of the bar's volume on one side while the bar's extreme stayed within a tolerance of that level. The other asks how much volume printed per tick of range across the whole bar, without picking a side or a threshold.
Both are heuristics. Neither proves that a passive order was replenished or that an iceberg was present; they describe the shape of the volume, and the interpretation stays with the reader.
In Senzoukria
Three indicators in the Tape & flow group address absorption. Absorption Markers is an overlay that flags buy absorption at a price when the buy volume there reaches a set percentage of the bar's total volume (default 40 percent) and the bar high stays within a tolerance of that price (default 2 ticks), with the mirror rule for sell absorption; a bar with a single traded level is never flagged. Absorption Score plots a signed per-bar score in a pane using a percentage of the side's volume (default 70 percent) and a tolerance of 1 tick, positive when buying aggression was absorbed. Passive Absorption plots the sum of level volume divided by the distance in ticks between the lowest and highest traded levels, labelled Volume / traded range in the indicator note.
On the heatmap page, the Absorption glow setting highlights where size is being eaten while the level holds, with a Minimum volume eaten control below which a level is treated as noise. The AI assistant in the app can also be asked which indicators help read absorption.
Common mistakes
- Calling any pause absorption. Without heavy volume it is a quiet level.
- Acting on absorption alone. It says a level was defended in that bar; the reaction on the next bars is the part worth waiting for.
- Ignoring the dominant direction. Absorption against a strong trend can simply be run over.
- Confusing it with stopping volume, which is the aggressive side running out rather than the passive side holding.
Related
- Absorption in trading
- Absorption Score indicator
- Absorption Markers overlay
- Stopping volume
- Liquidity heatmap
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Frequently asked questions
- How is absorption different from an imbalance?
- An imbalance flags a price where one side was far more aggressive than the other. Absorption flags a price where aggression, whichever side it came from, failed to move price. The two often appear together: stacked imbalances running into a level that then absorbs them is a common turn pattern. Read the imbalance for direction of aggression and the absorption for whether that aggression achieved anything.
- Can absorption be seen on a heatmap as well as a footprint?
- Partly. The footprint shows the executed side of the story: how much traded at the level and whether price moved. The heatmap shows the resting side: whether a band of liquidity sat at that price and whether it stayed, grew or was pulled while trades hit it. Senzoukria's Absorption glow on the heatmap combines the two, but the identity of the passive participant remains unknown in both views.
- Does an absorption marker predict a reversal?
- No. It records that within one bar, a large share of volume printed at a level and price did not extend past it. Whether the level holds on subsequent bars is a separate question answered by those bars. Treat the marker as a reason to watch the level, not as a completed setup.