There is one contract bought for every contract sold but the number of buyers and sellers are not equal.
Very Succinct Jficquette, According to auction theory, futures Trading is an auction process. If there are more buyers than sellers aggressively entering the market (using market orders) - the market will rise until a level of equilibrium or balance occurs. The converse when the market goes down. If you have a good, unbundled data feed you can chart exactly how much buying and selling is occurring at each price. IMO - MarketDelta footprint is the best charting platform for this. Tom438
I trialed MarketDelta and liked it. The guy who runs it is a nice guy was very helpful. I have all my stuff set up in tradestation and am pretty much locked into it. Actually, I think you can get an indicator to run on tradestation that mimics MarketDelta. Seem like I saw it on in one of the support forums. John