COLLECT Futures market data

Five-minute candles with a range several times the usual one. 2 in the last 24 hours, 8 in 7 days.

• Oct 7, 12:30 Volatility spike 5m range 4.22% — 7.0× average, move −2.32%
• Oct 7, 02:05 Volatility spike 5m range 16.78% — 31.6× average, move −6.26%
• Oct 5, 17:10 Volatility spike 5m range 3.67% — 4.8× average, move −1.49%
• Oct 5, 01:00 Volatility spike 5m range 5.66% — 5.9× average, move +2.59%
• Oct 4, 06:50 Volatility spike 5m range 13.52% — 9.1× average, move +9.44%
• Oct 3, 17:20 Volatility spike 5m range 5.89% — 7.2× average, move +5.10%
• Oct 3, 15:45 Volatility spike 5m range 3.19% — 4.7× average, move +1.62%
• Oct 2, 11:10 Volatility spike 5m range 3.01% — 6.4× average, move +2.04%

Five-minute candles with volume well above the recent average while the price moves. 0 in the last 24 hours, 14 in 7 days.

• Oct 4, 18:00 Volume spike $1.29M in 5m — 1.7× average, price −4.31%
• Oct 4, 15:50 Volume spike $1.37M in 5m — 1.8× average, price −2.32%
• Oct 4, 15:25 Volume spike $2.29M in 5m — 4.1× average, price −2.31%
• Oct 4, 15:10 Volume spike $1.72M in 5m — 4.1× average, price +2.79%
• Oct 4, 14:55 Volume spike $1.25M in 5m — 3.5× average, price +2.55%
• Oct 4, 14:35 Volume spike $1.01M in 5m — 3.2× average, price −2.64%
• Oct 4, 14:15 Volume spike $765K in 5m — 2.9× average, price +1.73%
• Oct 4, 13:25 Volume spike $614K in 5m — 2.9× average, price −1.29%
• Oct 4, 09:00 Volume spike $904K in 5m — 1.5× average, price −2.70%
• Oct 4, 08:15 Volume spike $1.86M in 5m — 3.8× average, price −5.27%

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 4, 15:31 Open interest down −5.49% Longs closing · OI $8.47M · price −12.59% in 15m
• Oct 4, 06:49 Open interest up +5.31% New longs entering · OI $7.02M · price +11.25% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 0 in the last 24 hours, 3 in 7 days.

• Oct 5, 12:30 Price / funding divergence +0.0211% per 4h — longs pay shorts
• Oct 4, 15:31 Price / funding divergence +0.0255% per 4h — longs pay shorts
• Oct 4, 08:30 Price / funding divergence +0.0156% per 4h — longs pay shorts

Crowded positioning and fast shifts between longs and shorts. 0 in the last 24 hours, 3 in 7 days.

• Oct 4, 18:25 Extreme long positioning 77.0% of accounts long · long/short ratio 3.35
• Oct 4, 14:25 Positioning divergence 73.5% of accounts long · long/short ratio 2.77
• Oct 4, 08:20 Extreme long positioning 75.5% of accounts long · long/short ratio 3.08