ES Footprint screenshot 1

What Is a Footprint Chart?

A Footprint chart displays executed buying and selling volume at each price level, providing a detailed view of orderflow as the market develops in real time.

By combining volume, delta, and imbalance data, it helps you analyze buying and selling pressure, identify potential turning points, and better understand how the market behaves around key levels.

What You Can Identify

Trapped buyers and sellersBuy and sell imbalancesPotential absorption zonesFinished and unfinished auctionsExhaustion pointsLarge executed orders

What's Included

1 chartbook file (.CHT)Quick start guide (PDF)Charts & studies list (PDF)6 charts

Last updated October 2026

Features
  • Two Footprint Charts with complementary orderflow views
  • Overnight and RTH Volume & Delta Profiles for session-by-session analysis
  • Per-Bar Delta Profiles with highlighted buy and sell imbalances
  • Delta Volume Bars to monitor buying and selling pressure
  • Footprint Calculated Values for additional orderflow insights
  • Integrated Liquidity Heatmap to monitor resting liquidity
  • Integrated Depth of Market (DOM) to track the order book
  • Executed Trade Volume Bubbles to visualize traded volume
  • Swing High/Low Lines to identify relevant market structure
  • Daily, RTH, Overnight, and Full Session Reference Charts for broader market context
Installation Instructions
  1. Update Sierra Chart to the latest version.
  2. Set the time zone under Global Settings → Time Zone Settings to New York time (EST/EDT). The chartbooks are built on New York time.
  3. Save the downloaded chartbook file (.CHT) in your Sierra Chart Data folder (usually C:\SierraChart\Data).
  4. In Sierra Chart, go to File → Open Chartbook and select the file.
  5. Update each chart to the current futures contract under Chart → Chart Settings → Symbol.

Symbols not loading on your data feed? Go to Edit → Translate Symbols to Current Service.

Troubleshooting and contract rollover: Full install guide

This chartbook is designed primarily for ES futures. It can be adapted for other markets, but any necessary modifications and adjustments are the user's responsibility.

For personal use only. Redistribution, resale, or sharing of the files is prohibited.