What is Volume Divergence?
Volume Divergence is an indicator-reading concept used to describe confirmation, disagreement, crossing behavior or signal conditions between price and one or more technical series.
Volume Divergence matters because it gives analysts a consistent way to discuss indicator interpretation and confirmation. These concepts describe relationships between price and indicators rather than standalone market variables.
How to read Volume Divergence
Read Volume Divergence together with trend, timeframe, volatility and market context. Its main role is indicator interpretation and confirmation, not replacing the underlying price series.
What Volume Divergence does not tell you
Its reading depends on the quality and coverage of the underlying volume data, which can differ substantially across markets and venues. Parameter choices, timeframe and data quality can materially change the result.
Use in bonds, rates and macro markets
Divergence and crossover language can be applied to rates instruments, but confirmation should come from market structure, liquidity and macro context. In fragmented OTC bonds, always identify whether the chart uses dealer quotes, reported trades, futures or an exchange-traded proxy.
Technical chart structures are context, not certainty. BondStats does not present a candlestick, drawing tool, indicator reading or chart pattern as a standalone investment recommendation. Where a concept depends on discretionary anchors or parameter choices, those choices should be made explicit.