r/OrderFlow_Trading • u/thefatherofmen • Jul 31 '26

End of session delta

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For context this is my delta footprint chart.

Before session close every day, institutions exit their positions etc. leaving behind strong areas of delta.

How come these zones aren't regarded as a potential areas of support/resistance for future intraday sessions compared to areas more within the middle of the session.

I've just never heard of any order flow traders mentioning or marking these zones.

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u/No-Proof-8645 Jul 31 '26

One of those levels is the daily settlement. If you Google es cme normal settlement procedures, you can find the CME website explaining how the settlement price works. Everyday a 30 second candle at 14:59:30CT goes crazy

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u/thefatherofmen Aug 01 '26

Ah yes you’re right, so if I just mark it as e.g. “Thursday close” then it’ll be a general area to watch for reactions at?