The Ultimate Guide to Anchored Volume Profile for Futures Traders

Introduction to Anchored Volume Profile

Are you new to futures trading or have some experience already? The Anchored Volume Profile can help you spot key price levels. This indicator shows volume at each price, starting from a point you pick, such as a big news day or a low point on your chart. It helps you see hidden support and resistance areas that other tools might miss. This makes it useful for futures traders, as it shows where volume builds in fast markets.

This indicator is part of Tikitrade's Value indicators, which help you see how markets set prices and show where big traders act. These tools use auction market ideas to find hidden signs from traders. Unlike the Session Volume Profile, which starts over each day, the Anchored Volume Profile lets you set the start point. This gives you a better view in futures like E-mini S&P 500 (ES) or crude oil (CL), where events change prices fast.

In Nasdaq 100 futures (NQ), you can anchor from a big report and see where volume grows. This shows spots for breakouts. It works well with tools like Anchored VWAP (AVWAP) for average prices or Market Structure (CHoCH/BoS) to check trend changes. Many pros use this from big trading firms, so it gives you a strong view. Want to see how it fits your futures trades? Read on for more.

How Anchored Volume Profile Works

The market acts like an auction where prices change based on bids. The Anchored Volume Profile plots volume as bars at each price, starting from your anchor point, such as a low in gold futures (GC). Unlike the Session Volume Profile, which resets each day, this one lets you study from any key time. This fits futures where news like crop data moves soybean futures (ZS).

It adds up volume to find main levels: the Point of Control (POC), where most volume trades, acts like a fair price pull; the Value Area High (VAH) and Value Area Low (VAL), which cover about 70% of volume, show acceptance zones; and the VWAP, an average with volume weight, for day bias.

It starts by gathering volume at set price levels from the anchor. The POC is the price with max volume.

$\text{POC} = \arg\max_p (V_p)$

Here, ( V_p ) means volume at price ( p ). Explain this: the POC is where trades peak, so it pulls price back.

The Value Area grows from the POC, adding levels until it hits the set percent, like 70%, sorted by volume.

$\text{Value Area Volume} = 0.7 \times \sum V_p$

Value Area High (VAH) and Value Area Low (VAL) bound this area. Explain: these show where most agree on price, so they act as support or resistance.

VWAP sums price times volume, divided by total volume, like the average cost.

$\text{VWAP} = \frac{\sum (P_i \times V_i)}{\sum V_i}$

Explain: VWAP shows bias; above means buyers lead, below means sellers.

On Tikitrade, the heatmap shades by volume strength, so you spot key areas fast in busy sessions. In futures, anchor at a Treasury bond (ZN) low, and the profile may show a big POC at 120'00 for support on drops. Or in crude oil (CL) after OPEC news, low-volume spots above VAH may signal quick rises if broken. It works best in trends but watch rolls, where volume jumps can skew—check with data from CME Group.

[Diagram: Volume Profile on an ES futures chart with POC, VAH, VAL labeled.]

Trading with Anchored Volume Profile

Risk Disclaimer: These trading setups are for educational purposes only and not investment advice. Past performance doesn't guarantee future results.

Want to use the Anchored Volume Profile in trades? It helps find strong spots for entries in futures, best in plans with tools like Supertrend for trends. Always use stops and test setups to check risks. Here are three ways to trade, each with another Tikitrade tool.

Strategy 1: Breakout Confirmation
Pair with Supertrend for trend checks in futures like ES.
Setup: Anchor at a low in a flat spot. Watch price near VAH with more volume, which shows buyers lead, especially if Supertrend turns up.
Entry: Buy on a close above VAH to confirm the breakout.
Stop-Loss: Set below POC to guard against false moves, risk 0.5-1% of funds.
Take-Profit: Aim for the next low-volume spot or trail with Supertrend changes, seek 2:1 reward.
This works in trends, like NQ after gaps, where Anchored Volume Profile shows escape from value zones.

Strategy 2: Reversal at Extremes
Use with RSI (Relative Strength Index) for overbought or oversold signs in futures like GC.
Setup: Anchor from a big event, like Fed news. Watch price test VAL in an up move, with RSI below 30 for split.
Entry: Buy on a bounce from VAL, best with a strong up candle.
Stop-Loss: Place just below VAL if support breaks.
Take-Profit: Sell at VAH or POC for some gains, trail rest for more—aim 1.5:1 first.
Anchored Volume Profile shows low-value spots, like in ZS after reports add supply.

Strategy 3: Range-Bound Fading
Mix with Bollinger Bands for tight spots in futures like ZB.
Setup: Anchor at open; spot price in Value Area with bands narrow.
Entry: Sell near VAH on upper band hit, or buy at VAL on lower hit—fade edges.
Stop-Loss: Set outside Value Area to skip false moves.
Take-Profit: Target opposite Value Area side or POC middle for fast gains in low moves.
This fits side markets, where fair value zones pull price—check tools like Session Value Areas for tweaks.

In each, Anchored Volume Profile marks high-chance spots, but wins need discipline: use stops always and track trades to improve.

Tikitrade’s Anchored Volume Profile Indicator

Tikitrade's premium Anchored Volume Profile boosts this tool for Tradovate and NinjaTrader Web. It adds cloud colors for easy reads, signals at main levels like POC crosses, and shared code for multi-tool use. These help you decide fast in futures, so you focus on trades, not setup work.

Key settings let you fit any frame, from quick ES scalps on 1-min to GC swings on week charts:

Anchor Date/Time (year, month, day, hour, minute; defaults to now) – Set to events like FOMC for clear views.
Value Area Percent (default 70) – Change for tight fits, like 68% in ZN.
Volume Type (ticks or points; default ticks) – Use ticks for detail in NQ trades.
Profile Width (default 175) – Make bars wider for busy charts.
Show Volume Heatmap (default true) – Shades show strength, a Tikitrade plus for delta spots.

Screenshot: Tikitrade’s Anchored Volume Profile with heatmap and POC lines on Tradovate for crude oil futures.
Alt text: Tikitrade Anchored Volume Profile indicator applied to crude oil futures (CL) for SEO optimization.

See more in the Value indicators group, with tools like Anchored Delta Profile. Tikitrade adds user-driven updates, so it fits your futures trades best—try it to see the edge.

Fun Facts About Anchored Volume Profile

Where did this tool start? It grew from Market Profile, made by Peter Steidlmayer in the 1980s at the Chicago Board of Trade. He aimed to show value by time and volume for pit traders in futures like bonds or grains. His book, Steidlmayer on Markets: Trading with Market Profile, explains the ideas for your ES or CL plans.

No single maker for Anchored Volume Profile, but it grew with tech charts, letting you pick starts. Pros use it in futures for auction views, like spotting bids in high-stakes times. Whether you scalp ZS or fade NQ, its past helps it grow, just like markets.

Conclusion

To sum up, the Anchored Volume Profile gives strong views on volume levels, from POC pulls to VA edges, key for futures trades in ES, CL, or GC. Its custom start beats fixed tools, and Tikitrade's extras like heatmaps boost it on Tradovate or NinjaTrader Web. Use it for better entries, but add risk tools for safety.

Try Tikitrade’s Anchored Volume Profile on Tradovate for your next futures trade! Always talk to a financial advisor for advice on futures trades.

Frequently Asked Questions

Can Anchored Volume Profile work for day trading futures?
Yes—anchor at open for day views in NQ or ES, spotting VAH blocks for scalps. It fits all frames.

How does Tikitrade's Anchored Volume Profile beat free ones?
It adds paint profiles, heatmaps, and shared code for signals, plus extras not in basics.

What’s the best anchor for futures?
Pick highs, lows, or news like OPEC for CL—to grab key volume builds; test back for fits.

Does it pair with other tools?
Yes, use with Supertrend for trends or RSI for momentum in GC.

How to set for high-move futures like crude oil?
Drop value area to 68%, use ticks for detail; Tikitrade's opacity helps spot jumps.

Is it good for new futures traders?
Start with POC as support—then grow; sites like CME Group have guides to pair.

Related Indicators for Futures Trading

Pair Anchored Volume Profile with Anchored VWAP (AVWAP) for volume anchors, boosting bias checks in gold futures (GC) trades.
Use with Market Structure (CHoCH/BoS) to check breakouts from value zones in E-mini S&P 500 (ES).
Blend with Session Volume Profile for multi-day views in crude oil (CL), finding lasting levels.
Link to Supertrend for trailing stops past VAH in soybean futures (ZS).

Embed: Tikitrade tutorial video on Anchored Volume Profile for futures trading. Caption: Master Anchored Volume Profile strategies on Tradovate—unlock futures edges today!