There volume profile shows the number of trades executed at each level. There are two types of profile available.
This profile shows total number of contracts traded at each level. It will also highlight the Value Area, Session VWAP and POC. Depth & Sales will populate the Consolidated Volume Profile at startup. This will be done based on the Session Template on the chart that Depth & Sales is attached to.
In this case, the session template is “CME US Index Futures ETH” which is the extended session including the overnight Globex session. With this session template in use the volume profile will be populated based on the trades since 16:15 the previous evening.
The Volume Profile can be set to highlight the Value Area, POC and VWAP of the profile:
Simply check the box to enable the highlighting of each item.