Cluster Chart (Footprint)

Cluster charts (also called footprint charts) are the primary analytical tool in Cluster Terminal. Instead of showing a single volume bar beneath each candle, clusters decompose the candle’s range into individual price levels and display exactly how much volume was traded at each level, who initiated the trades, and where significant imbalances occurred. This is the highest-resolution view of market microstructure available.

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How Clusters Work

Every trade executed on Binance Futures or Spot is classified as either a buy (aggressor lifted the ask) or a sell (aggressor hit the bid). The server aggregates these trades by price level within each candle period and transmits them as cluster data. Each horizontal row in a cluster candle represents a single price level (or group of levels, depending on the tick size). The data available at each level includes:

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Cluster Display Modes (Presets)

Cluster Terminal provides 18 cluster presets that control what data is shown in each cell and how cells are colored. These are grouped into several families:

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Volume Presets

Volume is the simplest cluster mode. Each cell shows the total number of contracts traded at that price level. Higher volumes receive more saturated background colors, making it easy to spot significant levels at a glance. Volume Profile renders cells as horizontal bars extending from the left edge, where bar length is proportional to volume relative to the candle’s maximum. The POC (highest volume) level appears as the longest bar.

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Delta Presets

Delta mode shows the net difference between buy and sell volume at each level. Positive delta (more buying) is colored green; negative delta (more selling) is colored red. The intensity of the color reflects the magnitude of the delta. This mode is essential for reading absorption (large volume at a level with minimal price movement) and exhaustion (delta shifting direction at price extremes).

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Bid x Ask Presets

Bid x Ask is the classic footprint view. Each cell is split into two columns: the left column shows the bid (sell) volume and the right column shows the ask (buy) volume. This provides the most granular view of the order flow. Bid x Ask Imbalance compares each bid level to the ask level one tick above it (diagonal comparison). When one side exceeds the other by the configured imbalance ratio, the dominant side is highlighted. This is the standard method used in professional order flow analysis.

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Trades Presets

Trades mode shows the number of individual executions rather than the total volume. This is useful for detecting algorithmic activity — an unusually high number of small trades at a level may indicate iceberg orders or algorithmic execution, while a small number of very large trades suggests institutional block orders.

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Combined Presets

Combined presets show two metrics side by side in each cell. Volume Trades helps you quickly calculate the average trade size (volume / trades) at a glance. Volume Delta pairs total activity with directional bias.

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Tick Size

Tick size determines the price resolution of each cluster row. It controls how many price increments are grouped into a single horizontal band.

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What It Means

For example, if BTCUSDT has a minimum price increment of $0.10 and the tick size is set to **1**, each row covers$0.10. If the tick size is set to 10, each row covers $1.00, aggregating all trades within that$1.00 range.

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Auto-Detection

Cluster Terminal automatically detects the appropriate tick size for each symbol based on the exchange API. For BTCUSDT on Binance Futures or Spot, the default is typically 1 tick ($0.10). For lower-priced altcoins, the default adjusts accordingly.

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Manual Override

You can manually set the tick size in the chart toolbar. This is useful in several scenarios:

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Impact on Analysis

Smaller tick sizes provide more granular data but can create visual noise. Larger tick sizes smooth out the data and make patterns more visible at the cost of precision. There is no universally correct tick size — it depends on your timeframe, the instrument’s volatility, and your trading style.

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POC (Point of Control)

The Point of Control is the price level with the highest traded volume inside a candle. It represents the “fairest” price of the period — where the most trading activity occurred.

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Enabling POC Display

POC display is controlled by the Show POC toggle in cluster settings. When enabled, the POC level is highlighted with a distinct frame around the cell.

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POC Frame Settings

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Using POC in Trading

The POC serves as a natural support/resistance reference:

• POC as support: When price pulls back to a previous candle’s POC from above, the high-volume level may attract buyers and provide support.
• POC as resistance: When price rallies toward a previous candle’s POC from below, sellers who previously established positions there may defend the level.
• POC migration: When the POC shifts significantly from one candle to the next, it indicates that the “fair value” is moving, often confirming a trend.

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Naked POC

A Naked POC is a POC level from a previous candle that has not yet been revisited by price. Naked POCs often act as magnets — price tends to return to these untested high-volume levels. In Cluster Terminal, Naked POC levels can be extended as horizontal rays via the TPO chart settings.

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Value Area

The Value Area defines the price range that contains a configurable percentage (default 70%) of the candle’s total volume. It marks the zone where most trading occurred.

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VAH and VAL

• VAH (Value Area High) — the upper boundary of the value area.
• VAL (Value Area Low) — the lower boundary of the value area.

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Adjusting the Percentage

The default Value Area is 70%, following the standard one standard deviation of a normal distribution. You can adjust this in the cluster settings under Value Area Percent. Common alternatives:

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Visual Representation

When Show Value Area is enabled, the value area range is drawn with a semi-transparent overlay on each candle. Levels outside the value area appear dimmer, making the value area boundaries easy to identify.

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Trading with the Value Area

The Value Area is a cornerstone of auction market theory:

• Value acceptance: If price opens inside the previous candle’s value area, the market is accepting the established value. Expect rotation and range-bound behavior.
• Value rejection: If price breaks above VAH and holds, buyers are asserting new higher value. If price breaks below VAL and holds, sellers are pushing value lower.
• Value Area gap: When consecutive candles have non-overlapping value areas, it signals strong directional conviction.
• 80% Rule: If price enters the previous value area and travels 80% through it, there is a high probability it will reach the other side.

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Imbalance Highlighting

Imbalance detection identifies price levels where one side of the market (buyers or sellers) dominated aggressively.

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What Imbalance Means

An imbalance occurs when the volume ratio between the buy and sell side at a price level exceeds a configurable threshold. For example, with an imbalance ratio of 3.0, a level where ask volume is 300 and bid volume is 90 would be flagged as a buy imbalance (300 / 90 = 3.33).

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Imbalance Settings

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Diagonal Comparison (Bid x Ask Imbalance)

The Bid x Ask Imbalance preset uses the standard diagonal comparison method: each bid level is compared to the ask level one tick above it. This reflects real market mechanics — sellers hitting the bid at price N are “against” buyers lifting the ask at price N+1.

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Stacked Imbalances

When three or more consecutive price levels show imbalance in the same direction, this is called a stacked imbalance. Stacked imbalances are among the strongest signals in footprint analysis:

• Buy stacked imbalance (ask dominating at 3+ consecutive levels): Strong aggressive buying. The levels where the imbalance begins often act as future support.
• Sell stacked imbalance (bid dominating at 3+ consecutive levels): Strong aggressive selling. The top of the imbalance zone often acts as future resistance.

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Color Schemes and Gradation

Cluster cells use color gradation to encode the magnitude of values. Higher values receive more intense colors, allowing you to spot significant levels without reading every number.

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How Gradation Works

The gradation system calculates a color intensity for each cell based on its value relative to the candle’s maximum. The cell with the highest value (the POC) receives maximum intensity, and all other cells are scaled proportionally.

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Gradation Settings

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Proportion Type

The proportion type determines the reference point for the gradation scale: Using Candle proportion means each candle’s gradation is independent — the POC is always the brightest cell. Using Own proportion with a fixed reference value means cells across different candles are directly comparable, but some candles may appear entirely bright or entirely dim depending on their volume.

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Delta Colors

For presets that color by delta:

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Cluster Settings Panel

Open the cluster settings panel by clicking the gear icon in the toolbar when any cluster preset is active.

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Text and Readability

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Cell Appearance

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Value Filters

Value filters allow you to highlight or dim cells based on specific criteria. You can create multiple filters, each targeting a different data type: Each filter specifies a minimum and maximum value, a color, and where it applies (everywhere, body only, or shadows only). Filters are processed in order, and the last matching filter determines the cell’s highlight color.

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Reading Cluster Charts Effectively

A practical approach to cluster analysis:

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Performance Considerations

Cluster charts are the most resource-intensive rendering mode. Each candle can contain dozens to hundreds of individual cells, each requiring text rendering and color calculation.