Order Flow
Absorption at a Level
Price keeps testing the same level with real size trading through it, and the level still doesn't break. That pattern implies a large passive order sitting there and absorbing everything thrown at it.
Watch the tank fill, set your own break rule
The dashed line is a level with real simulated volume trading around it. Every bar whose range touches the line adds its volume to the reservoir gauge on the right. The gauge keeps filling as long as price fails to close beyond your breakout threshold, set with the slider below. Drag that slider and the whole session gets reclassified instantly using the same underlying candles, since "did it break" only means anything once you've defined how far a close has to travel to count.
ABSORBED
Watching the level build a test history…
How it works
- A touch is any bar whose range includes the level. The high has to reach at least the level and the low has to be at or below it. That bar's full simulated volume gets added to the reservoir, whether the level held or not.
- The break rule is a distance, not a wick. A level only counts as broken once a bar closes beyond it by your chosen threshold. A wick that pokes through and closes back on the tested side is still a touch, not a break, no matter how far the wick went.
- The reservoir is cumulative, the break resets it. Every failed touch keeps adding to the same running total. The moment a close actually clears the threshold, the gauge empties and the level is marked broken for that session.
- Efficiency is volume divided by how far price actually moved. A level absorbing a lot of volume while barely budging has a high reading here, which is the numeric version of "a lot of size traded through and nothing happened."
- Loosening the threshold makes absorption look stronger than it is. A wide threshold lets deep wicks still count as "held," inflating the touch count. A tight threshold calls the level broken on a smaller move, which is the more honest test of real absorption.
Where this breaks
Volume through a price is not the same as one large resting order
This tool can show a level that repeatedly traded through on real simulated size without breaking, and it can compute an honest efficiency number from that. What it cannot do is tell you whether that volume represents one large passive order absorbing flow, or a lot of small traders on both sides fighting to a standstill at a level that happens to matter for unrelated reasons, like a round number or a prior day's close. Both produce the exact same pattern on a price and volume chart, and neither this tool nor a real Level 2 feed you're not watching live can fully separate them after the fact. The volume itself is also a randomized number scaled to look plausible, not a real matched-trade tape, so treat the reservoir reading as a teaching device for the concept, not evidence about any specific level on any specific real chart.