JCT Futures market data

Five-minute candles with a range several times the usual one. 4 in the last 24 hours, 7 in 7 days.

• Oct 8, 19:30 Volatility spike 5m range 10.82% — 6.5× average, move +7.66%
• Oct 8, 18:50 Volatility spike 5m range 10.47% — 6.1× average, move +6.93%
• Oct 8, 15:15 Volatility spike 5m range 9.36% — 25.9× average, move −8.53%
• Oct 8, 08:45 Volatility spike 5m range 3.91% — 14.5× average, move −1.64%
• Oct 6, 14:15 Volatility spike 5m range 3.01% — 10.2× average, move +1.59%
• Oct 5, 05:05 Volatility spike 5m range 5.28% — 18.5× average, move +0.94%
• Oct 1, 21:25 Volatility spike 5m range 3.64% — 15.8× average, move −0.76%

Five-minute candles with volume well above the recent average while the price moves. 3 in the last 24 hours, 3 in 7 days.

• Oct 8, 20:05 Volume spike $1.02M in 5m — 5.7× average, price +1.71%
• Oct 8, 19:50 Volume spike $890K in 5m — 6.7× average, price +3.12%
• Oct 8, 19:35 Volume spike $889K in 5m — 17.1× average, price +13.43%

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

• Oct 8, 19:36 Open interest up +5.44% New longs entering · OI $6.18M · price +22.79% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 0 in the last 24 hours, 8 in 7 days.

• Oct 6, 22:56 Funding spike +0.0301% per 4h — longs pay shorts
• Oct 5, 07:10 Funding spike +0.0306% per 4h — longs pay shorts
• Oct 4, 03:58 Funding spike +0.0197% per 4h — longs pay shorts
• Oct 3, 23:57 Extreme positive funding +0.0937% per 4h — longs pay shorts
• Oct 3, 19:57 Funding spike +0.0305% per 4h — longs pay shorts
• Oct 2, 10:45 Funding spike +0.0326% per 4h — longs pay shorts
• Oct 2, 03:08 Funding spike +0.0153% per 4h — longs pay shorts
• Oct 1, 22:10 Funding spike +0.0303% per 4h — longs pay shorts