How to Integrate VPOC into Your Futures
It's 9:15 AM on a Tuesday morning. Your algorithm just executed a short trade on ES futures at the VPOC level, triggered by a combination of yesterday's...
It's 9:15 AM on a Tuesday morning. Your algorithm just executed a short trade on ES futures at the VPOC level, triggered by a combination of yesterday's value area and today's opening price. You're sipping coffee while the market moves, knowing your strategy has already identified a high-probability reversal point before most traders even opened their charts. VPOC (Volume Point of Control) is the price level where the most volume traded during a given session. It represents the price where buyers and sellers reached the most agreement—essentially the market's "fair value" for that period. Unlike simple price points, VPOC carries statistical weight because it's based on actual traded volume, not just time spent at a price. Key fact: According to real ES data from over 1,337 sessions, prior VPOC is tested in 58.5% of all sessions, but this rate varies significantly by market open type—reaching 69% for in-range opens (HIR/LIR) and dropping to 33-42% for gap opens (HOR/LOR). VPOC isn't just another indicator—it's a statistical magnet that markets tend to gravitate toward.