CT Futures market data

Five-minute candles with a range several times the usual one. 0 in the last 24 hours, 6 in 7 days.

• Oct 6, 04:40 Volatility spike 5m range 9.90% — 11.2× average, move +5.57%
• Oct 6, 00:20 Volatility spike 5m range 3.87% — 6.8× average, move −2.61%
• Oct 5, 04:05 Volatility spike 5m range 3.48% — 5.8× average, move −2.55%
• Oct 3, 23:35 Volatility spike 5m range 3.43% — 6.7× average, move +2.83%
• Oct 3, 14:05 Volatility spike 5m range 5.09% — 6.0× average, move −4.05%
• Oct 2, 01:00 Volatility spike 5m range 7.32% — 4.8× average, move −4.34%

Five-minute candles with volume well above the recent average while the price moves. 0 in the last 24 hours, 40 in 7 days.

• Oct 6, 16:05 Volume spike $750K in 5m — 11.2× average, price −2.62%
• Oct 6, 04:40 Volume spike $2.16M in 5m — 14.9× average, price +5.57%
• Oct 6, 03:25 Volume spike $891K in 5m — 4.8× average, price −1.96%
• Oct 6, 00:20 Volume spike $1.1M in 5m — 13.7× average, price −2.61%
• Oct 5, 04:10 Volume spike $742K in 5m — 11.9× average, price −2.15%
• Oct 3, 14:30 Volume spike $1.58M in 5m — 8.9× average, price −1.99%
• Oct 3, 14:05 Volume spike $821K in 5m — 5.7× average, price −4.05%
• Oct 3, 06:50 Volume spike $672K in 5m — 3.1× average, price −2.13%
• Oct 3, 04:20 Volume spike $625K in 5m — 1.9× average, price −2.15%
• Oct 3, 02:45 Volume spike $1.29M in 5m — 3.9× average, price −3.09%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 0 in the last 24 hours, 20 in 7 days.

• Oct 6, 03:19 Open interest up +5.17% New shorts entering · OI $3.67M · price −1.29% in 15m
• Oct 6, 00:23 Open interest up +5.16% New shorts entering · OI $3.26M · price −3.25% in 15m
• Oct 2, 13:25 Open interest down −6.09% Longs closing · OI $5.45M · price −6.40% in 15m
• Oct 2, 08:04 Open interest up +5.38% New longs entering · OI $7.6M · price +1.82% in 15m
• Oct 2, 07:05 Open interest up +5.08% New longs entering · OI $5.91M · price +2.97% in 15m
• Oct 2, 06:34 Open interest up +5.72% New longs entering · OI $5.81M · price +2.23% in 15m
• Oct 2, 05:57 Open interest up +8.71% New longs entering · OI $4.65M · price +1.94% in 15m
• Oct 2, 05:27 Open interest up +5.09% New longs entering · OI $3.91M · price +1.53% in 15m
• Oct 2, 04:19 Open interest up +5.31% New longs entering · OI $3.6M · price +1.77% in 15m
• Oct 2, 03:22 Open interest up +5.50% New longs entering · OI $3.4M · price +2.12% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 3 in the last 24 hours, 18 in 7 days.

• Oct 7, 15:47 Price / funding divergence −0.0131% per 4h — shorts pay longs
• Oct 7, 09:30 Extreme negative funding −0.0570% per 4h — shorts pay longs
• Oct 7, 05:30 Price / funding divergence −0.0074% per 4h — shorts pay longs
• Oct 6, 04:37 Price / funding divergence −0.0218% per 4h — shorts pay longs
• Oct 5, 21:32 Price / funding divergence −0.0118% per 4h — shorts pay longs
• Oct 5, 14:00 Funding spike −0.0221% per 4h — shorts pay longs
• Oct 5, 04:51 Funding spike −0.0271% per 4h — shorts pay longs
• Oct 4, 16:50 Price / funding divergence −0.0151% per 4h — shorts pay longs
• Oct 3, 23:34 Price / funding divergence −0.0127% per 4h — shorts pay longs
• Oct 3, 17:57 Price / funding divergence −0.0246% per 4h — shorts pay longs

Crowded positioning and fast shifts between longs and shorts. 0 in the last 24 hours, 6 in 7 days.

• Oct 3, 09:20 Positioning divergence 50.8% of accounts long · long/short ratio 1.03
• Oct 3, 00:00 Positioning divergence 51.1% of accounts long · long/short ratio 1.04
• Oct 2, 13:35 Positioning divergence 50.4% of accounts long · long/short ratio 1.02
• Oct 2, 09:30 Positioning divergence 46.5% of accounts long · long/short ratio 0.87
• Oct 2, 04:05 Positioning divergence 50.0% of accounts long · long/short ratio 1.00
• Oct 1, 23:35 Positioning divergence 52.3% of accounts long · long/short ratio 1.10