Often see folks talk about context(vague) - but not much about 'Contextual Filters' - so heres what Ive cobbled together over the years: 1. Location Context VWAP proximity: Are large orders or absorption zones forming near VWAP? This often acts as a mean reversion magnet or balance point. Session high/low: Is the DOM pattern forming near intraday extremes? Watch for traps, breakouts, or absorption. Prior day’s high/low/close: These levels often attract algorithmic activity and institutional interest. Key swing highs/lows or liquidity pools: Patterns at these spots carry more weight. Opening range: Breakouts or defense of the ORH/ORL can set the tone for the session.

3. Delta / Footprint Clues Cumulative delta divergence: Price goes higher, but delta is negative (or vice versa) = trap or fade setup. Delta clusters or walls: Large positive or negative delta at a level may hint at absorption or strong initiative activity. Volume imbalance: Check footprint charts for large buy/sell imbalances confirming DOM intent.

4. Liquidity Behavior Do bids/offers pull as price approaches? (Fade) Do they reload or defend? (Absorption or Iceberg) Do they chase price? (Initiative behavior bullish or bearish) *Ive broken my chain of threads* oh well - had to redo this section