№ 03 / Quanta Levels
April 16th, Wednesday
RESEARCH NOTE · 2026.04.16 · DESK COPY
The levels
that actually
hold.
Every night we walk the CME order-book depth, cluster resting limits into institutional bids and asks, and draw them on your chart before New York opens. 71% of them get respected the next session. The rest get annotated and reviewed.
← read the level first. the candle second.
Editor's note — the red lines are untested resistance from the overnight session. The blue line is the pivot we'll defend if 5247 rejects. Everything else is noise.
71% of daily levels respected
42 levels drawn / session
1,680 subscribers
METHOD · PROCEDURE · PIPELINE
How the sausage gets made.
- i. Every night at 18:15 CT, CME DataMine drops the day's order-book depth.
- ii. A Go worker reconstructs the book minute by minute, tagging resting limits by size and lifetime.
- iii. ClickHouse clusters the heavy nodes and outputs candidate levels with a confidence score.
- iv. Human-in-the-loop review: a two-minute sanity pass on anything below 0.7 confidence.
- v. 06:00 CT: Pine Script publishes to TradingView. Your chart updates before the bell.