FT,
The behavior you describe I've observed several times. Not only on a macro level but even on a micro level i.e. in a true pullback. If one follows CD, they will notice that when the market pulls back, it will eventually resume the intermediate trend once price and delta diverge to a level that is within a 1-5k contracts on the previous swing high or low (on RARE occasions, I've seen delta continually become increasingly negative yet price continued to move up). Your claim of 70% of orders being @ market is bold, but I will say that CD is not nearly as useful in markets that are not as liquid as the ES, such as the 6E so with that said, I can see truth to this statement purely based on my observations that I have seen CD work time and time again on the ES where as it's utility on the 6E is not nearly as strong.
I appreciate your macro outlook on this data and truthfully, I've never been concerned with it beyond the day time frame since I usually go home without any positions. Previously I have only been concerned with the volume profile in determining my support/resistance levels and as it stands, I have around 60 days worth of tick data, so going forward I'm going to monitor how price reacts in these areas.
I recall you mentioning terms such as "Delta Zones" previously. Could you please define what you mean by this terminology.