COT Volume Profile

For each price level the chart visited during the selected window, it shows how many contracts each CFTC trader category accumulated (right of zero) or distributed (left of zero). It answers: 'At what prices were Managed Money net buyers? Where were Commercials selling?' — a question a normal COT line chart cannot answer.

Each week we compute Δ net position per category from the CFTC report. We then allocate that Δ across the trading days in the same week, weighted by each day's volume. So a day with twice the volume of its peers absorbs twice the share of the weekly change. The day's allocated change is then bucketed by the day's closing price.

Volume Profile requires daily OHLCV (open / high / low / close / volume) data, which we pull from Yahoo Finance for the most-liquid futures markets. Niche CFTC contracts (regional electricity hubs, freight contracts, exotic forwards) don't have a tradable Yahoo symbol, so the page shows 'not available' rather than fabricating numbers.

The CFTC weekly snapshot updates every Friday at 3:30 PM ET. Daily prices roll forward intra-week — so on Wednesday, the chart includes Monday and Tuesday's allocations using the most recent CFTC report as the latest weekly anchor.

It's a context indicator, not a stand-alone entry. Volume Profile shows where flow was concentrated — strong buying at a level often becomes support; strong selling becomes resistance. But always pair it with price action confirmation, and remember that CFTC data lags by 3 trading days.