Volume footprint
A volume footprint is a footprint chart mode that prints the total traded volume at each price level of a bar, bid and ask volumes added together, instead of showing them as two separate columns. It answers where the bar's activity concentrated, which is the raw material for the bar's point of control and for volume profiles.
Senzoukria · Glossary · Updated September 2026
Definition
In the volume footprint, each cell contains one number: the contracts that changed hands at that price during the bar, regardless of which side was the aggressor. If a level printed 120 at the bid and 80 at the ask, the volume cell reads 200. The level with the largest total is the bar's point of control, and the distribution of these totals across the bar's range is what a volume profile summarises over a longer window.
Because the aggressor side is dropped, the volume footprint tells you where trade happened, not who initiated it. That is a deliberate trade-off: it makes high-volume nodes and thin levels obvious at a glance, which the bid × ask pair hides behind two figures.
Reading the distribution
- A bar whose volume clusters at one or two levels shows acceptance at that price; a bar whose volume is spread evenly across its range shows a market moving through without pausing.
- Thin levels at the extremes of a bar, a few contracts above a heavy node, mark the prices that were briefly probed and refused.
- Volume at the high or low of a bar is the same measure the Delta at High and Delta at Low indicators start from; the volume footprint shows the total, those indicators show the net side.
- Volume per level scales with the price grouping step: doubling the step roughly doubles the count per row, so compare bars only at the same step.
In Senzoukria
The Volume mode is in the Numbers family of the Footprint type chip on the footprint screen, next to Bid × Ask, Delta and Trades. Two combined modes exist: Volume + Trades, which adds the number of executions at each level, and Volume + Delta, which adds the net aggressor result. In the Profiles family, Volume Profile draws the same per-level totals as horizontal bars inside each candle rather than as digits.
The Volume pane indicator shows the bar total as a histogram coloured by the close direction, and Volume per Level exposes the per-level counts to the indicator engine. On the crypto screen, the same cells are rebuilt from exchange trades with their aggressor side; that screen is for analysis, with no trading.
Volume footprint versus volume profile
| Volume footprint | One bar | Digits or bars per level inside the candle |
|---|---|---|
| Volume profile | Session, day or custom window | Horizontal histogram beside the price axis, with POC, VAH and VAL |
| Volume pane indicator | One bar, total only | Histogram under the chart |
Common mistakes
- Reading a heavy level as support or resistance without checking what happened after it printed; volume marks activity, not intent.
- Comparing per-level volumes between contracts. ES and NQ, or NQ and MNQ, trade different tapes, as the NQ/MNQ guide details.
- Assuming a blank level is a zero-volume level. Blank means the source reported no trade there; the chart does not fill it.
Related
This page in other languages
Frequently asked questions
- Does the volume footprint show buying and selling separately?
- No. It adds bid volume and ask volume into one figure per level. To see the split, use Bid × Ask, which keeps the two figures, or Volume + Delta, which prints the total next to the net aggressor difference. The volume mode is chosen precisely when the split is not the question.
- How does the volume footprint relate to the bar POC?
- The bar POC is the level with the highest total in the volume footprint. The POC Position % indicator reports where that level sits inside the bar's range; when two levels tie, it picks the lower price, the Sierra Chart convention.