BTEMARKET PROFILE LAB
Research preview BTE
AUCTION RESEARCH / WORKSPACE 01

Read structure. Find context.

Multiple sessions. One price axis. Auctions in context.

ES
E-mini S&P 500MODEL · RTH 09:30–16:00 ET
DEMO DATA
⌖ Move = compare price across sessions · Click = lock price · Click a heading = session detail 1 row = 1.00 point / 4 ticks
VALUE MIGRATION

What changed between sessions?

CONTEXT OVER CONVICTION

Compare two sessions

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BTE / FIELD NOTES

Structure before narrative.

The lab compares full RTH sessions on a shared price axis. Start with value migration, then examine accepted and rejected prices.

TPO and volume are different distributions.
TPO A–M represent thirteen half-hour periods from 09:30 to 16:00 America/New_York. A letter marks a price-row visit during a period. Volume is synthetic traded volume at price, not a TPO count.
Value Area and POC
Starting at the POC, the higher-weight adjacent row is added until coverage reaches at least 70%. Tied rows are both added. POC ties favour the row nearest the range midpoint, then the lower price. Actual coverage appears in the inspector. Other platforms may use different algorithms.
Excess and single prints
Excess means at least two consecutive single-TPO rows at a profile edge. Single prints are internal single-TPO rows excluding edge tails. These are structural candidates at one-point aggregation, not confirmation of a future reaction.
Balance / imbalance
Descriptive heuristic using (close − open) / (high − low): ≥ 0.45 = imbalance up; ≤ −0.40 = imbalance down; otherwise balance. This is not a trading setup or a complete Dalton classification.
Value overlap
Shared price rows divided by the row count of the narrower value area. Any visible session can be the reference. Migration cards compare adjacent visible sessions.
About this data
Five deterministic synthetic ES sessions with illustrative dates of 19–23 October 2026. These are not historical quotes. Price-row volumes sum to session volume. Only RTH is modelled; overnight and ETH are excluded. There is no replay or broker connection.
Tip: compare 20 → 21 October, inspect internal single prints in the rising auction, then examine value migration on 22 October.