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I'm not sure this is what you're looking for, but there is an interesting tool for selecting a range of bars you believe to be an auction and then seeing the volume profile representing that auction. You can see the indicator I'm talking about at Rancho Dinero's web site. Financial Algorithms also has one called TPO and [AUTOLINK]Volume Profile[/AUTOLINK] Chart - [AUTOLINK]Range[/AUTOLINK] Select that looks like it will work. I have not used either one of them, but may give one a try eventually, if I don't write my own.
If it is volume profile, then- discotrading has a range volume profile (rvp) for nt8, that is fairly useful.
It has the ability to display any time period required, or as a composite profile. It can be customized easily enough. However, it does not do TPO,s.
