ALAB Futures market data

Five-minute candles with a range several times the usual one. 1 in the last 24 hours, 4 in 7 days.

• Oct 7, 13:40 Volatility spike 5m range 3.51% — 8.4× average, move −2.79%
• Oct 6, 13:35 Volatility spike 5m range 5.47% — 15.3× average, move +1.68%
• Oct 2, 13:45 Volatility spike 5m range 3.16% — 4.3× average, move +0.93%
• Oct 1, 21:20 Volatility spike 5m range 6.25% — 27.2× average, move −5.26%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 2 in the last 24 hours, 14 in 7 days.

• Oct 7, 18:16 Open interest up +6.13% New longs entering · OI $1.27M · price +0.24% in 15m
• Oct 7, 14:08 Open interest up +10.28% New longs entering · OI $1.18M · price +0.51% in 15m
• Oct 6, 14:09 Open interest up +6.16% New longs entering · OI $1.36M · price +0.80% in 15m
• Oct 6, 13:39 Open interest up +7.69% New longs entering · OI $1.27M · price +5.70% in 15m
• Oct 5, 16:10 Open interest up +6.13% New longs entering · OI $1.1M · price +0.28% in 15m
• Oct 5, 13:48 Open interest down −6.41% Longs closing · OI $1.06M · price −1.42% in 15m
• Oct 5, 08:05 Open interest up +9.48% New longs entering · OI $1.17M · price +0.25% in 15m
• Oct 3, 19:19 Open interest up +7.38% New longs entering · OI $1.14M · price +0.48% in 15m
• Oct 2, 19:50 Open interest up +6.25% New shorts entering · OI $1.05M · price −0.61% in 15m
• Oct 2, 15:26 Open interest down −15.17% Longs closing · OI $1.03M · price −0.73% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 2 in the last 24 hours, 3 in 7 days.

• Oct 7, 13:58 Extreme negative funding −0.1151% per 8h — shorts pay longs
• Oct 7, 09:57 Funding spike −0.0500% per 8h — shorts pay longs
• Oct 5, 11:23 Funding spike −0.0502% per 8h — shorts pay longs