How do you ES guys use bid and ask size? In paper trading, I see big numbers > 500 and think I'm getting behind a large pocket of supply or demand and many times, it goes completely the other way. Is it just noise, or does anybody find this information helps their analysis? Other times, I watch the size update over the course of a bar, and it weighs heavily on the bid side for instance, then the next tick is down. Why does it seem to tick down into demand and vice versa? I must be reading this incorrectly.