BR Futures market data

Five-minute candles with a range several times the usual one. 1 in the last 24 hours, 14 in 7 days.

• Oct 7, 11:30 Volatility spike 5m range 4.40% — 4.2× average, move +3.96%
• Oct 6, 07:55 Volatility spike 5m range 10.43% — 5.3× average, move +7.31%
• Oct 6, 01:15 Volatility spike 5m range 8.92% — 4.2× average, move −8.92%
• Oct 6, 00:35 Volatility spike 5m range 4.68% — 4.1× average, move +3.71%
• Oct 5, 04:55 Volatility spike 5m range 6.37% — 5.1× average, move +2.99%
• Oct 4, 15:30 Volatility spike 5m range 5.74% — 4.4× average, move +2.47%
• Oct 4, 13:35 Volatility spike 5m range 3.49% — 4.1× average, move +2.82%
• Oct 4, 03:25 Volatility spike 5m range 7.41% — 4.5× average, move −5.36%
• Oct 4, 00:00 Volatility spike 5m range 8.51% — 9.8× average, move +4.95%
• Oct 3, 13:45 Volatility spike 5m range 11.07% — 7.9× average, move +5.51%

Five-minute candles with volume well above the recent average while the price moves. 17 in the last 24 hours, 62 in 7 days.

• Oct 7, 15:35 Volume spike $2.78M in 5m — 2.5× average, price −3.90%
• Oct 7, 12:50 Volume spike $1.72M in 5m — 1.5× average, price −1.10%
• Oct 7, 12:20 Volume spike $4.49M in 5m — 4.6× average, price −4.51%
• Oct 7, 12:05 Volume spike $3.72M in 5m — 4.5× average, price +1.45%
• Oct 7, 11:30 Volume spike $1.87M in 5m — 2.7× average, price +3.96%
• Oct 7, 08:35 Volume spike $3.11M in 5m — 1.9× average, price −2.19%
• Oct 7, 06:40 Volume spike $2.27M in 5m — 1.4× average, price −3.01%
• Oct 7, 06:25 Volume spike $2.18M in 5m — 1.5× average, price −1.71%
• Oct 7, 06:10 Volume spike $4.3M in 5m — 3.7× average, price −4.35%
• Oct 7, 05:50 Volume spike $2.46M in 5m — 2.5× average, price +2.08%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 0 in the last 24 hours, 1 in 7 days.

• Oct 6, 10:32 Open interest down −5.04% Longs closing · OI $13.2M · price −11.13% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 4 in the last 24 hours, 13 in 7 days.

• Oct 7, 09:03 Extreme negative funding −0.2172% per 4h — shorts pay longs
• Oct 7, 05:03 Extreme negative funding −0.0506% per 4h — shorts pay longs
• Oct 7, 01:03 Price / funding divergence −0.0183% per 4h — shorts pay longs
• Oct 6, 21:02 Price / funding divergence −0.0386% per 4h — shorts pay longs
• Oct 6, 15:59 Price / funding divergence −0.0490% per 4h — shorts pay longs
• Oct 6, 10:23 Extreme negative funding −0.3407% per 4h — shorts pay longs
• Oct 6, 06:22 Price / funding divergence −0.0179% per 4h — shorts pay longs
• Oct 6, 01:08 Price / funding divergence −0.0128% per 4h — shorts pay longs
• Oct 5, 21:07 Price / funding divergence −0.0245% per 4h — shorts pay longs
• Oct 5, 16:53 Price / funding divergence −0.0062% per 4h — shorts pay longs

Crowded positioning and fast shifts between longs and shorts. 2 in the last 24 hours, 8 in 7 days.

• Oct 7, 12:05 Positioning divergence 49.0% of accounts long · long/short ratio 0.96
• Oct 7, 05:50 Positioning divergence 48.4% of accounts long · long/short ratio 0.94
• Oct 6, 16:00 Positioning shift to short 45.9% of accounts long · long/short ratio 0.85
• Oct 6, 12:00 Positioning divergence 51.7% of accounts long · long/short ratio 1.07
• Oct 6, 07:55 Positioning divergence 45.3% of accounts long · long/short ratio 0.83
• Oct 6, 01:30 Positioning divergence 47.6% of accounts long · long/short ratio 0.91
• Oct 4, 00:00 Positioning divergence 39.2% of accounts long · long/short ratio 0.65
• Oct 1, 22:35 Positioning divergence 39.4% of accounts long · long/short ratio 0.65