Sierra Chart Footprint Templates

What a Sierra Chart footprint shows

A normal candle tells you where price opened, closed and how far it traveled. A footprint chart opens the candle up. It shows how much volume traded at every price inside the bar and whether that volume came from buyers or sellers. In Sierra Chart the footprint is called Numbers Bars.

The footprint shows the total volume at each price. Next to it, delta also plays an important role: the volume bought at the ask minus the volume sold at the bid. Positive delta means aggressive buyers were in control at that price. Negative delta means aggressive sellers were. Together you see how much traded and who was aggressive.

How to read a footprint chart

We offer numerous footprint variations, each with its own layout and focus. These are the main concepts they are built around:

• Absorption and heavily traded volume. Large volume or strong delta at a price where the market does not move any further means the other side absorbed it. On a zoomed-in level this often signals a short-term reversal. Read it together with strong finish numbers in the opposite direction.
• Unfinished auctions. When the high or low of a bar did not finish its auction, a yellow horizontal line marks the level. That is unfinished business and the market often comes back to it. The line stays extended until price revisits the level.
• Delta Bars. The delta bars at the bottom of the chart give you visual feedback that confirms what you read in the footprint, whether that is absorption or a strong directional move.
• Large trades. The Large Volume Trade Indicator marks single big prints inside the bars, so you see where the big players stepped in.

The candle bodies in our footprints are transparent on purpose. That keeps the focus on what happens inside each bar instead of the candle shape.

Which footprint template fits you?

New to footprint charts

Footprint 5MIN Delta and Volume is the easiest way in. It uses classic 5-minute bars, so it lines up with the charts you already know. Delta and volume sit side by side in every bar. Available for ES, NQ, Crude Oil and Gold.

More advanced footprints for active traders

• Footprint Crimson: the trigger chart of the Crimson Day Trading Suite, with optimizations for ES, NQ, Crude Oil and Gold and a ready-to-trade DOM attached.
• Footprint Blue Purple: built the same way in a blue and purple color scheme, also for ES, NQ, Crude Oil and Gold. Also highlights large resting orders.
• Range Footprint Delta Volume: range bars for ES and NQ with three columns per bar: delta, total volume and a small volume profile.

Other footprints

• Footprint with Center-Candlestick and DOM: a color-filtered footprint for ES. The brighter the color, the more significant the number, so the noise fades into the background.
• ES RTH Footprint with Volume Profiles and DOM: bid x ask numbers with diagonal imbalances highlighted, an RTH volume profile and a DOM with pulling and stacking columns.

Bitcoin

• Bitcoin 3 Column Footprint 1Hour: delta, bid x ask and total volume in three columns on the 1-hour chart.
• Bitcoin Footprint Delta Color-Coded: hourly delta profiles with a color-coded delta to spot absorption.

Complete setups

Want the footprint as part of a full workflow? The Crimson Day Trading Suite bundles six charts from the weekly TPO down to the footprint. The Orderflow Suite with TPO, Footprint, DOM and Heatmap combines three charts for pulling the trigger.

Range bars or time-based bars?

On a time-based chart, a 5-minute bar during lunch and a 5-minute bar after a news release look the same, even though one had far more trading. Range bars only print a new bar when price has moved a fixed distance. A dull session without any movement does not fill your screen with hundreds of bars, so you only see what really happened.

Time-based bars have their own advantage: every bar covers the same time, so a bar with twice the volume really had twice the activity. In the end it is mostly a matter of preference. New traders commonly start with time-based charts, while quite a few experienced traders have switched to range bars.

Which Sierra Chart package do you need?

Numbers Bars are an Advanced Sierra Chart feature. For the footprint templates we recommend Sierra Chart Package 11. Templates with a DOM or resting-order highlight also read live market depth, so your data feed needs market depth data.

Questions

Is a footprint the same as Numbers Bars?

Yes. Footprint is the common name. Sierra Chart calls the study Numbers Bars.

Which markets are the templates made for?

Most templates are preset for ES. Several come with optimizations for NQ, Crude Oil and Gold, which you choose on the product page. The Bitcoin templates are made for Bitcoin. For other markets you adjust the bar size and the volume filters.

How do I install a template?

After checkout you download the template and import it into Sierra Chart. The steps are explained in our installation guide.