ENSO Futures market data

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

• Oct 12, 11:20 Volatility spike 5m range 3.91% — 9.5× average, move +1.87%
• Oct 11, 01:10 Volatility spike 5m range 3.54% — 17.4× average, move +1.94%
• Oct 9, 20:00 Volatility spike 5m range 3.65% — 16.1× average, move +1.71%
• Oct 9, 04:10 Volatility spike 5m range 3.15% — 9.8× average, move +1.35%
• Oct 8, 19:45 Volatility spike 5m range 4.07% — 7.7× average, move +1.14%
• Oct 8, 09:00 Volatility spike 5m range 3.28% — 10.3× average, move +1.57%
• Oct 7, 09:05 Volatility spike 5m range 5.22% — 16.7× average, move −2.40%

Five-minute candles with volume well above the recent average while the price moves. 1 in the last 24 hours, 5 in 7 days.

• Oct 12, 11:30 Volume spike $1.43M in 5m — 33.2× average, price −1.92%
• Oct 9, 05:10 Volume spike $757K in 5m — 3.8× average, price −3.64%
• Oct 9, 04:40 Volume spike $756K in 5m — 6.0× average, price −1.72%
• Oct 9, 04:20 Volume spike $622K in 5m — 17.6× average, price +3.09%
• Oct 7, 09:05 Volume spike $788K in 5m — 89.1× average, price −2.40%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 1 in the last 24 hours, 3 in 7 days.

• Oct 12, 11:21 Open interest up +5.49% New longs entering · OI $6.04M · price +3.05% in 15m
• Oct 11, 01:16 Open interest up +5.17% New longs entering · OI $5.75M · price +3.91% in 15m
• Oct 9, 04:14 Open interest up +5.09% New longs entering · OI $5.12M · price +9.28% in 15m