AVA Futures market data

Five-minute candles with a range several times the usual one. 1 in the last 24 hours, 2 in 7 days.

• Oct 13, 14:25 Volatility spike 5m range 10.36% — 14.9× average, move +9.21%
• Oct 8, 12:05 Volatility spike 5m range 3.63% — 8.4× average, move +0.04%

Five-minute candles with volume well above the recent average while the price moves. 5 in the last 24 hours, 5 in 7 days.

• Oct 13, 15:55 Volume spike $1.21M in 5m — 2.0× average, price −5.71%
• Oct 13, 15:10 Volume spike $2M in 5m — 4.6× average, price −3.21%
• Oct 13, 14:55 Volume spike $821K in 5m — 2.5× average, price −1.33%
• Oct 13, 14:40 Volume spike $3.52M in 5m — 26.5× average, price +7.78%
• Oct 13, 14:25 Volume spike $949K in 5m — 54.7× average, price +9.21%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 4 in the last 24 hours, 4 in 7 days.

• Oct 14, 03:04 Open interest up +5.09% New longs entering · OI $2.35M · price +2.39% in 15m
• Oct 13, 15:48 Open interest down −5.33% Longs closing · OI $2.4M · price −5.85% in 15m
• Oct 13, 14:54 Open interest up +7.50% New shorts entering · OI $3.31M · price −5.98% in 15m
• Oct 13, 14:24 Open interest up +9.03% New longs entering · OI $1.84M · price +7.08% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 4 in the last 24 hours, 5 in 7 days.

• Oct 14, 01:42 Funding spike −0.0281% per 4h — shorts pay longs
• Oct 13, 18:13 Extreme negative funding −0.0518% per 4h — shorts pay longs
• Oct 13, 14:12 Price / funding divergence −0.0097% per 4h — shorts pay longs
• Oct 13, 03:31 Funding flip to negative −0.0050% per 4h — shorts pay longs
• Oct 9, 04:47 Funding flip to negative −0.0050% per 4h — shorts pay longs