13874+ — S&P 500 CONSOLIDATED
COT Volume Profile
1 MonthVolume-weighted daily distribution
Did you know?
The CFTC has published the COT report continuously since 1962 — weekly on Fridays since 2000.
Fetching weekly net positions…
PREMIUM · VOLUME-WEIGHTED POSITIONING
COT Volume Profile
Volume-weighted price-level distribution · daily prices × weekly CFTC positioning
Released · positions as of
A premium tool that shows exactly at which price levels each trader category accumulated or distributed positions over the past 1 month / 3 months / 6 months / 1 year. Combines weekly CFTC Commitments of Traders data with daily price + volume to bucket the flow.
The COT Volume Profile combines weekly CFTC positioning changes with daily price + volume data, then buckets the per-category accumulated net change at each price level. Positive bars (right of zero) mean a category was a net buyer at that price; negative bars (left of zero) mean they were a net seller. Updated every Friday at 3:30 PM ET alongside the underlying CFTC release.
- Datasets: U.S. CFTC Commitments of Traders (weekly) + Yahoo Finance OHLCV (daily)
- Methodology: Weekly Δ net position spread across days by volume, bucketed by close price
- Coverage: Most-liquid CFTC futures with a tradable Yahoo symbol (E-mini S&P, Gold, Crude, EURUSD, etc.)
- Release cadence: Refreshed every Friday at 3:30 PM ET when CFTC publishes; daily prices roll forward intra-week
Premium Report
This report format is available exclusively for COT Premium subscribers.
- 9 premium report formats
- Heatmap: every trader group
- Advanced Charts
- CSV export
- Price column
- 20+ years of data (since 2006, Legacy since 1986)
- Futures Only & Futures & Options Combined on every report and chart
Price column unlocked on every COT report table
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What does the Volume Profile show?
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.
How is each weekly net change allocated across daily prices?
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.
Why are some markets unavailable?
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.
How often does the data update?
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.
Can I use this chart on its own to trade?
It's a context indicator, not a stand-alone entry. Volume Profile shows where flow was concentrated — the price levels where each group added or cut positions. It is a record of past flow, not a forecast of where the price will turn. But always pair it with price action confirmation, and remember that CFTC data lags by 3 trading days.
More COT Report Formats
PREMIUM
Unlock Every COT Report Format.
Every COT Report with Advanced Analytics
Go beyond the free Legacy reports: the Disaggregated, TFF and Supplemental formats, custom date ranges back to 1986, every trader group on the Positioning Heatmap, Advanced Charts and CSV export.
REPORTS & HISTORY
- ✓Disaggregated — Managed Money & Swap Dealers
- ✓Traders in Financial Futures (TFF) — Leveraged Funds & Asset Managers
- ✓Supplemental — Commodity Index Traders
- ✓Simplified, Detailed & Latest views of all three
- ✓Custom date ranges, back to 1986
- ✓Both CFTC variants of every report, one click apart
DATA & TOOLS
- ✓Close Price column & CSV export
- ✓Every trader group's figures on the Positioning Heatmap
- ✓Advanced Charts & COT Volume Profile
- ✓Custom Weekly Summary & My Watchlist
- ✓Table screenshots (PNG) with no daily limit
- ✓The complete How to Read the Simplified COT Report guide (3-month and annual plans)
Go Premium$14/mo · $39/3 mo · $119/y · Cancel any time
The 3-month and 1-year plans include the How to Read the Simplified COT Report guide free.
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