Core Concepts

Structural Liquidity

Liquidity below a low that broke a high, or above a high that broke a low

Structural liquidity is a specific type of liquidity that exists around price levels that have broken other structural levels. If a swing low was responsible for the impulse that created a higher high, there is structural liquidity below that low. If a swing high was responsible for the impulse that created a lower low, there is structural liquidity above that high. These levels have a high probability of being swept because they represent dense clusters of orders.

How to Recognize

  • Below a higher low that preceded a break of structure to the upside
  • Above a lower high that preceded a break of structure to the downside
  • Often swept during pullback phases before continuation
  • Combines with reactionary liquidity for double-probability sweeps

How to Avoid

  • Assuming structural liquidity will always be swept immediately
  • Ignoring structural liquidity when it combines with reactionary liquidity
  • Not factoring in structural liquidity for stop loss placement
  • Treating structural liquidity sweeps as genuine trend changes