The picture below is a simplified representation. The holding midfielder is not marking the center striker, but preventing the ball being played directly into him/her, while being ready to step forward and pressure the player with the ball if they carry it closer.
The key to this situation is knowing when to sit deep, and when to step and pressure the ball. This is different for every situation, but in general, look to pressure when:
a) the player with the ball gets into an advanced area, close enough to consider shooting
b) the player with the ball takes a bad touch
Remain patient when:
a) you see someone else is about to close down the player with the ball
b) we are numbers-down defensively and need to slow down the counter-attack
There are unique attacking opportunities afforded to the holding midfielder. This is the player the center backs should look to play to first, so it is important to make checking runs and show for the ball. A quick, short run can give you time and space to receive the ball and turn, with plenty of options ahead of you. If we do this correctly, you'll have at least five players in advanced positions. A holding midfielder can pass simply, or, when options are limited, look to carry the ball into more threatening areas. Especially when playing against an opponent sitting deep, this can help free teammates by forcing an opponent to step out of a defensive shell and challenge, thus opening they space they vacated.
The holding midfielder can also be an effective attacker by arriving late at the top of the box when the ball is being crossed. While strikers and attacking midfielders will likely be the ones making runs into the box (and drawing most of the attention of the opposition), arriving late leads to shooting opportunities when balls are half-cleared. The 98 Navy Girls scored goals like this from the holding midfield position in both the State Cup semifinal and final this season. Watch this example from Claude Makelele, the player who defined the role in the modern game while playing for Chelsea:
Because the holding midfielder will often be 'between the lines' of the back four and the two attacking midfielders, communication with both sets of teammates is crucial. The holding midfielder will more often GIVE information to the attacking midfielders, who are in front of him/her, and RECEIVE it from the central defenders, who are behind. This is simply because the deeper a player is, the more of the game they can see. When the holding midfielder sees an opportunity to overlap the attacking midfielders and join the attack - as they should from time to time - they should communicate this (a simple shout of "switch with me!" should do it), so that one of the attacking midfielders can cover for them in the event we lose possession.
In addition to Claude Makelele, some great examples of holding midfielders in recent years are Javier Mascherano of first River Plate and then Liverpool (he now plays as a central defender for Barcelona); Fernandinho of Manchester City; Sergio Busquets of Barcelona; Javi Martinez of Bayern; and in the women's game, Shannon Box.
The attitude of a holding midfielder is critical. Playing this position can be demanding, but it is not 'punishment.' On the contrary, you should understand and embrace the fact that you are in the ideal position to dominate the flow of the game, as the professional players listed above do.
Claude Makelele is the player most closely identified with the position. Listen to him explain it in this video: http://www.youtube.com/watch?v=63WojjZy7QE
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