Delta at the high and low
Delta at the high and delta at the low are the ask-minus-bid volume of the top and bottom few ticks of a bar. They show who was aggressive exactly where the bar tested a level, which the whole-bar delta averages away.
Senzoukria · Glossary · Updated September 2026
Definition
Take the N highest price levels of a bar and sum their ask volume minus bid volume. That is delta at the high. Do the same with the N lowest levels for delta at the low. N is a small number of ticks, typically three, so the value describes the edge of the bar and nothing else.
The whole-bar delta can be strongly positive while the delta at the high is negative: buyers pushed through the middle, then met sellers at the top. That is the pattern this measure exists to expose.
Reading the edges
- Negative delta at the high of an up bar: aggressive sellers appeared at the test. If price then fails to extend, the top was sold.
- Positive delta at the high: buyers kept lifting into the top. Continuation is consistent with the flow.
- Positive delta at the low of a down bar: buyers absorbed the liquidation at the base. A support test with buyers present.
- Negative delta at the low: sellers were still aggressive at the low. The test is not finished.
- A large absolute value on a bar with a narrow range points to a fight at one price.
In Senzoukria
Delta at High and Delta at Low are separate pane indicators in the Delta group, each with its own Ticks parameter (default 3) and colours, so the two edges can be enabled and coloured independently. Levels are keyed by tick index and the top or bottom window is chosen by key, not by floating-point price.
A bar with no usable levels produces no point; the histogram contract does not allow an invented value. The same cells can be inspected directly on the footprint page with the Bid × Ask cell type, where the top and bottom prices show the numbers behind the indicator.
Compared with other delta measures
| Measure | Scope | Question answered |
|---|---|---|
| Bar delta | All levels | Who did more overall? |
| Delta at high / low | Top or bottom N ticks | Who was aggressive at the test? |
| Min / max delta | Running total over time | Who was in control during the bar? |
| Aggression ratio | Above vs below mid-range | Where inside the range did aggression happen? |
Related
- Delta at High indicator
- Delta at Low indicator
- How to read a footprint chart
- Intrabar delta
- Absorption in trading
This page in other languages
Frequently asked questions
- How many ticks should delta at high use?
- Small enough to describe the edge, large enough to include the level being tested. The default of three ticks is a starting point, not a calibrated value. On a contract with a large tick relative to its range, one or two may be enough; on a wide-range bar, a few more keep the measure meaningful.
- What is the difference between delta at low and min delta?
- Delta at low is about price: the delta of the lowest ticks of the bar, regardless of when they traded. Min delta is about time: the lowest value the running delta reached while the bar formed. A bar can have positive delta at its low and a deeply negative min delta if the selling happened in the middle of the range.