Footprint Made Clear: Structure, Volume, and Order Flow Insights

Understanding the intent behind market movement can be a gamechanger for traders looking to focus their edge. In this session, Sebastian, co-founder of TwinPeaks trade + educate (TPTE), shared how structured footprint analysis, paired with customized NinjaTrader tools, can help reveal the underlying dynamics of price action. Through a breakdown of volume shifts, absorption zones, and balanced ranges, traders can learn to move past surface-level analysis and access the underlying logic beneath the tape.

 

Trading with structure and clarity

 

Sebastian opened by highlighting the power of structure in futures trading and his mission to move traders from randomness to rules, making decisions driven by repeatable logic instead of impulse. With a background in applied quantum mechanics and event management, he brings a unique systems-thinking approach to market behavior.

He introduced Obsidian, a rule-based system for interpreting the footprint chart. Unlike software add-ons, Obsidian is a methodology that blends footprint and volume-level logic within NinjaTrader to help highlight potential trading opportunities. Its core aim is to read (not predict) the market, allowing for a structured approach even in shifting volatility.

 

Why footprint charts can be challenging

 

Many traders may struggle with footprint charts because of a few common pitfalls:

• Focusing too narrowly on individual prints or colors, missing the broader context
• Misreading or overlooking key delta and volume clusters
• Reacting to tape activity rather than understanding the underlying order flow
• Lacking a systematic framework, leading to inconsistent decision-making

According to Sebastian, the challenge isn’t the chart itself—it’s how traders interpret and act on the information presented.

 

Introducing the Obsidian approach

 

Obsidian structures footprint reading around clear, rules-based criteria:

• A two-bar setup where the second bar’s body is inside the first
• A volume point of control (VPOC) shift in the opposite direction
• Unfinished auctions that highlight potential trade levels
• Immediate follow-through on the next bar to confirm the setup

This method offers a controlled way to identify absorption, exhaustion, and range dynamics with greater clarity. The goal: to make consistent, rules-driven decisions based on observable behavior.

 

Enhancing execution with Sentinel

 

To streamline execution and remove hesitation, Sebastian showcased Sentinel, TPTE’s semi- and fully automated trading tool. Sentinel lets traders program their Obsidian rules and receive alerts, or even automate trades, based on predefined conditions. With visual cues and a clean interface, it supports disciplined trading without requiring any coding.

By combining Obsidian’s footprint logic with key levels such as VWAP (volume-weighted average price), value area highs/lows, and untouched VPOCs, traders can define precise targets and stops, making both entries and exits more systematic.

 

What structured footprint reading offers

 

Sebastian closed with four key benefits of a rule-based footprint approach:

• Clear auction control: Identify who’s driving price action at critical levels.
• Proactive absorption detection: Spot intent before the market reacts.
• Repeatable setups: Reduce emotional decision-making with rule-driven entries.
• Confidence in process: Rely on a proven framework instead of instinct.

Footprint trading may have a learning curve, but with the right structure and tools, it may help traders decode market behavior with clarity.

 

Try it yourself

 

The City Footprint and Volume Levels indicators used in this session—along with TPTE’s full suite of tools, including Sentinel and a chart-integrated economic calendar—are available for NinjaTrader. Traders can explore the Obsidian method with a free demo and access exclusive offers.

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