1000RATS Futures market data

Five-minute candles with a range several times the usual one. 4 in the last 24 hours, 6 in 7 days.

• Oct 13, 14:45 Volatility spike 5m range 9.17% — 5.3× average, move +3.89%
• Oct 13, 10:50 Volatility spike 5m range 13.28% — 4.5× average, move −8.63%
• Oct 13, 09:45 Volatility spike 5m range 27.58% — 22.5× average, move −15.40%
• Oct 13, 00:50 Volatility spike 5m range 10.29% — 14.4× average, move −9.40%
• Oct 10, 03:45 Volatility spike 5m range 3.17% — 10.0× average, move −2.17%
• Oct 8, 17:20 Volatility spike 5m range 5.39% — 4.3× average, move −4.00%

Five-minute candles with volume well above the recent average while the price moves. 6 in the last 24 hours, 6 in 7 days.

• Oct 13, 14:45 Volume spike $659K in 5m — 4.2× average, price +3.89%
• Oct 13, 11:00 Volume spike $665K in 5m — 2.1× average, price −1.96%
• Oct 13, 10:45 Volume spike $1.06M in 5m — 4.4× average, price +5.98%
• Oct 13, 09:45 Volume spike $4.35M in 5m — 47.8× average, price −15.40%
• Oct 13, 01:05 Volume spike $850K in 5m — 7.1× average, price −2.78%
• Oct 13, 00:50 Volume spike $652K in 5m — 95.7× average, price −9.40%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 1 in the last 24 hours, 1 in 7 days.

• Oct 13, 00:54 Open interest down −6.41% Longs closing · OI $5.42M · price −34.37% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 2 in the last 24 hours, 2 in 7 days.

• Oct 13, 13:46 Funding flip to positive +0.0050% per 4h — longs pay shorts
• Oct 13, 09:45 Funding flip to negative −0.0078% per 4h — shorts pay longs

Forced closes of long and short positions, grouped when several hit at once. 2 in the last 24 hours, 2 in 7 days.

• Oct 13, 09:45 Longs liquidated $800K in 4 orders at 0.017884
• Oct 13, 00:55 Longs liquidated $474K in 4 orders at 0.02219