IO Futures market data

Five-minute candles with a range several times the usual one. 1 in the last 24 hours, 3 in 7 days.

• Oct 13, 02:35 Volatility spike 5m range 3.35% — 4.5× average, move −3.11%
• Oct 12, 03:15 Volatility spike 5m range 4.41% — 4.2× average, move −1.81%
• Oct 12, 02:45 Volatility spike 5m range 3.99% — 5.9× average, move +2.88%

Five-minute candles with volume well above the recent average while the price moves. 2 in the last 24 hours, 6 in 7 days.

• Oct 12, 16:00 Volume spike $601K in 5m — 5.6× average, price −1.02%
• Oct 12, 06:00 Volume spike $666K in 5m — 1.9× average, price −1.23%
• Oct 12, 03:45 Volume spike $2.02M in 5m — 14.7× average, price +1.15%
• Oct 12, 03:15 Volume spike $786K in 5m — 8.0× average, price −1.81%
• Oct 12, 02:45 Volume spike $892K in 5m — 14.6× average, price +2.88%
• Oct 11, 12:25 Volume spike $773K in 5m — 12.3× average, price +1.82%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 1 in the last 24 hours, 4 in 7 days.

• Oct 12, 15:57 Open interest down −5.54% Longs closing · OI $4.7M · price −2.18% in 15m
• Oct 12, 03:41 Open interest up +5.61% New longs entering · OI $6.06M · price +3.68% in 15m
• Oct 12, 02:44 Open interest up +5.80% New longs entering · OI $5.32M · price +4.17% in 15m
• Oct 11, 12:38 Open interest up +5.09% New longs entering · OI $3.87M · price +2.17% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 0 in the last 24 hours, 1 in 7 days.

• Oct 11, 13:53 Funding flip to negative −0.0051% per 4h — shorts pay longs

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

• Oct 12, 05:00 Positioning divergence 63.0% of accounts long · long/short ratio 1.70