This one makes sense. The yellow indicates the SIZE of the sell order, it's larger by area than the entire buy book, thus it essentially goes off the page (high). The Area of the chart is the CUMULATIVE amount of tokens you could buy or sell, to the bid and ask sides of the last price (Latest). The yellow box means that at .296874 you can buy more than 10mm bts at that price. Since we can see it's actually 36mm on the ask book directly, we know the chart needs to be adjusted to a higher scale than 10mm (8mm is the uppermost number on the Y axis but 10mm is the actual top of the axis).
Perhaps the software doesn't bother bc changing the scale to say 40mm would make the buy-book (bids) look frighteningly small. See that little small sliver of horizontal orange line to the left and bottom of the yellow square? That's the 3 sell orders which are front-running the massive sell order, you can see them listed in the sell book (in red). The orange line inside the yellow indicates the rest of the sell book which isn't the big 36mm sell order.
As for the call-limit price and the settlement price, we still don't understand it. Again, "settlement" typically means the price at which transactions have been CONFIRMED.
In crypto, transactions (like bitcoin) take time to settle, even tho the exchange might provide that the trades actually happened. As per our answer below, "settlement" means those sell/buy transactions from the past have been settled by the miners or whatever verfies transactions on the blockchain. It's higher than the "Latest" because the price of BTS has probably declined vs the past trades which were most recently 'settled' by the blockchain system. We don't know exactly how BTS blockchain verifications work, we're more familiar with Bitcoin. In bitcoin, MOST of the problems you hear about with Coinbase shutting down, or other brokerages suspending trading, is because the settlements are taking so long, so the risk for the exchange gets higher and higher as the backlog of transactions grows in the bitcoin blockchain. This is a well-known problem at this point, we've all read about it. But suspension of trade is caused by exchanges wishing to mitigate their risks, as they themselves act as counterparty-at-risk for all trades not "settled". This is why Coinbase has been actively seeking to purchase and/or build a crypto-custodian. It's also why the Lightening Network is being attempted. You can learn more about Coinbases interest in custody and settlement in general by looking up articles about Bank of New York or Pershing. Those are well known custodians who take "settlement risk" on behalf of the brokers.
Think of them as near-term bodyguards, or maybe similar to the insurance of nations having nuclear weapons. Rarely necessary, but in the event of total chaos they'd come into play. In this case, there's a bit of chaos going on here in BTS trading at time of your screenshot. The difference between settlement and Latest prices is telling you that.
More interesting to us, in your picture, is what the settlement TIME might be. Hours ago, weeks? We've heard about these backlogs for bitcoin, but BitShares is supposed to avoid these problems, so a 3 cent difference between settlement price and Latest price would be disconcerting if it's a long time. If the price moved 10% in mere seconds, then this difference isn't so frightening, it just means BTS has been particularly volatile in a VERY short amount of time.
In the case of your picture, what most likely happened was BTS was trading for 32 cents, and this 36mm "fat finger" (look that up, it's probably best seen in the early April (6th?) 2010 cliff dive for stock market) order likely "took out" all the bidders down to it's .29xxx sell price, and thus the price of BTS went from 32 cents to 29 cents in one microsecond. So in this case, the "settlement" price being 3 cents higher wouldn't be that alarming. The alarming thing, is the massive size of the sell order.
We're not posting this to be a POA, we're legit looking for an explanation like BillButler bc we're VERY interested in BitShares exchange and how it works. Mostly, we keep stalling any attempts to trade on the platform, bc the WITHDRAWAL FEES seem to be WAY WAY too big. This would be akin to how Mutual Funds used to rape customers, and back then it was for like 3% of funds. We've found OpenLedger (a portal of Bitshares? might be same fees) to charge insanely high 8-20% of funds to withdraw money from their exchange via Steem, back into the Steemit wallet.
Hope you respond to these additional comments, want to really drill down on the "call limit" thing, we really don't know that one.
What's interesting, further, is the buy book is quite strong vs the "red" sell book. The only imbalance comes from the yellow "sell order" which is listed as the "Margin Call Price". So we're still not entirely sure it's a sell order at all.
Would encourage a trip to their Q&A area, so maybe the BitShares witnesses can settle this (pun) once and for all.