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ES Futures Gameplan

ES Futures Gameplan

Thursday June 26, 2025

Jan Verhelst
June 26, 2025

In partnership with

The edge belongs to those who execute with vision.

1️⃣ Important News & Events

Today’s lineup is heavy on impact:

US Durable Goods
QoQ GDP Final
Jobless Claims

This combo can ignite volatility and intraday rotation. Prepare for sudden liquidity shifts.

2️⃣ Recap of Previous Day – ESU25 Price Action

Date	Open	High	Low	Close	% Change	Volume
2025-06-25	6144.75	6160.25	6130.75	6147.00	+0.01%	902,500
2025-06-26	6144.75	6170.50	6141.25	6166.25	+0.31%	54,093

📌 Key Takeaways:
ES continued its slow grind higher, tagging prior resistance at 6170. Volume during RTH remained light, signaling passive participation at highs. The magnet zone around 6146 is still in play, but reversal risk grows above 6170.

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3️⃣ 10-Day Volume Profile Insight

We're seeing a balanced-to-elongated P profile, with aggressive value building above last period’s range.
Watch:

March VAH → 6169.50
Breach + hold = acceptance
Balance zones forming around 6190–6200 if bulls defend

4️⃣ Weekly & Daily Chart Structure

The elongated P profile continues to grow.

POC = February 28 VAH
Daily shows OTFU structure
Bulls have eyes set on 6200 reclaim , the long-lost kingdom

But remember: the higher we go into unauctioned space, the thinner the conviction becomes.

5️⃣ Order Flow & Delta (2H Chart)

The battle around the first deviation is still raging.

This deviation line is also Yearly VWAP 1st Dev
Wednesday's tape action danced around this area
Sellers struck back at NY Open, defending the level with size

Watch for dominance shifts around this node.

6️⃣ NY TPO & Session Structure

Wednesday: tight 30-point range
Poor highs left above
Globex built net-long positioning overnight

An open above 6150 favors continued squeeze. Anything below = caution, especially with event risk.

7️⃣ 1-Hour Chart & Strike Price Dynamics

Breakout confirmed this week
Price is now tapping into the 6172–6185 supply zone
Multiple events today could shake this structure

Key Strikes & Skews:

6125–6150 = Delta Skew + Highest OI
Calls stacked at 6200, 6250

Expect dealers to defend edges of range and wait for confirmation at open.

8️⃣ Game Plan: Bulls vs. Bears

🧠 Pre-Market Structure – June 26, 2025

🎯 LIS (Line in Sand): 6146.75
Use this as your battlefield pivot.

🔼 Bullish Scenarios

Hold above LIS → test +1σ at 6164.57, then run toward +3σ at 6200.45
Squeeze continuation? → Call Wall 6150 breached → MAX ALPHA ZONE = 6250

🔽 Bearish Scenarios

Rejection at 6170 or failure to hold +1σ → fade to LIS, then breakdown to –1σ at 6128.68
Break below –1σ = fast path to –2σ (6110.74) → –3σ (6092.80)

🧠 Strategic Note:

✅ Max Alpha Zone = 6250
Perfect place for a high-R:R fade or reactive trap setup — do not chase blindly into this level.

9️⃣ Final Thoughts & Risk Warnings

The higher we grind without volume, the louder the reversion risk becomes. If Powell surprises, or GDP misses, this thin structure could collapse fast. Don’t trade what you “expect” , trade what confirms.