CBRS Futures market data

Five-minute candles with a range several times the usual one. 0 in the last 24 hours, 1 in 7 days.

• Oct 5, 00:05 Volatility spike 5m range 4.55% — 20.5× average, move −3.53%

Five-minute candles with volume well above the recent average while the price moves. 0 in the last 24 hours, 9 in 7 days.

• Oct 6, 13:45 Volume spike $1.77M in 5m — 4.7× average, price −1.36%
• Oct 6, 13:30 Volume spike $812K in 5m — 3.9× average, price −1.03%
• Oct 5, 13:40 Volume spike $4.22M in 5m — 8.1× average, price −2.22%
• Oct 5, 11:05 Volume spike $1.73M in 5m — 7.0× average, price −1.22%
• Oct 5, 08:05 Volume spike $1.35M in 5m — 12.9× average, price −1.49%
• Oct 5, 00:05 Volume spike $6.33M in 5m — 86.5× average, price −3.53%
• Oct 2, 22:25 Volume spike $1.14M in 5m — 16.0× average, price +1.56%
• Oct 2, 14:05 Volume spike $820K in 5m — 2.6× average, price +1.45%
• Oct 1, 13:30 Volume spike $2.38M in 5m — 16.7× average, price −1.00%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 0 in the last 24 hours, 2 in 7 days.

• Oct 1, 14:35 Open interest up +5.45% New longs entering · OI $14.6M · price +0.25% in 15m
• Oct 1, 14:04 Open interest up +5.30% New shorts entering · OI $13.6M · price −1.61% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 0 in the last 24 hours, 10 in 7 days.

• Oct 5, 07:11 Funding flip to positive +0.0507% per 8h — longs pay shorts
• Oct 5, 03:10 Funding flip to positive +0.0104% per 8h — longs pay shorts
• Oct 4, 22:45 Funding flip to negative −0.0109% per 8h — shorts pay longs
• Oct 4, 17:05 Funding spike +0.0722% per 8h — longs pay shorts
• Oct 4, 10:53 Funding spike −0.0677% per 8h — shorts pay longs
• Oct 4, 06:53 Funding spike +0.0844% per 8h — longs pay shorts
• Oct 4, 02:27 Extreme positive funding +0.1543% per 8h — longs pay shorts
• Oct 3, 22:26 Funding spike +0.0509% per 8h — longs pay shorts
• Oct 3, 04:35 Extreme positive funding +0.1548% per 8h — longs pay shorts
• Oct 3, 00:34 Funding spike +0.0813% per 8h — longs pay shorts

Crowded positioning and fast shifts between longs and shorts. 1 in the last 24 hours, 7 in 7 days.

• Oct 7, 11:40 Positioning shift to short 70.1% of accounts long · long/short ratio 2.34
• Oct 5, 10:45 Positioning shift to long 71.6% of accounts long · long/short ratio 2.52
• Oct 5, 04:40 Positioning shift to long 70.4% of accounts long · long/short ratio 2.38
• Oct 5, 00:10 Positioning divergence 71.6% of accounts long · long/short ratio 2.52
• Oct 4, 07:00 Positioning divergence 68.5% of accounts long · long/short ratio 2.18
• Oct 3, 09:45 Extreme long positioning 75.1% of accounts long · long/short ratio 3.01
• Oct 3, 04:15 Extreme long positioning 75.0% of accounts long · long/short ratio 3.00