MET Futures market data

Five-minute candles with a range several times the usual one. 2 in the last 24 hours, 5 in 7 days.

• Oct 7, 16:30 Volatility spike 5m range 5.68% — 4.7× average, move +5.56%
• Oct 7, 11:45 Volatility spike 5m range 3.00% — 4.2× average, move +2.77%
• Oct 6, 12:05 Volatility spike 5m range 4.76% — 8.6× average, move −1.70%
• Oct 4, 01:05 Volatility spike 5m range 4.19% — 9.6× average, move +2.60%
• Oct 2, 03:05 Volatility spike 5m range 3.34% — 8.0× average, move +2.68%

Five-minute candles with volume well above the recent average while the price moves. 11 in the last 24 hours, 18 in 7 days.

• Oct 7, 18:40 Volume spike $8.66M in 5m — 4.7× average, price −2.20%
• Oct 7, 18:25 Volume spike $6.63M in 5m — 5.1× average, price +3.21%
• Oct 7, 18:00 Volume spike $2.35M in 5m — 3.3× average, price +3.68%
• Oct 7, 17:45 Volume spike $2.48M in 5m — 4.4× average, price +1.65%
• Oct 7, 17:30 Volume spike $1.65M in 5m — 3.5× average, price +2.79%
• Oct 7, 17:00 Volume spike $871K in 5m — 2.3× average, price +1.54%
• Oct 7, 16:30 Volume spike $1.58M in 5m — 5.3× average, price +5.56%
• Oct 7, 16:10 Volume spike $702K in 5m — 2.3× average, price −1.03%
• Oct 7, 13:10 Volume spike $1.2M in 5m — 3.8× average, price −1.59%
• Oct 7, 12:30 Volume spike $1.84M in 5m — 7.3× average, price −2.31%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 3 in the last 24 hours, 4 in 7 days.

• Oct 7, 18:09 Open interest up +5.37% New longs entering · OI $10.3M · price +10.08% in 15m
• Oct 7, 17:31 Open interest up +5.24% New longs entering · OI $7.95M · price +3.05% in 15m
• Oct 7, 16:30 Open interest up +8.43% New longs entering · OI $7.05M · price +6.79% in 15m
• Oct 6, 15:43 Open interest up +5.00% New longs entering · OI $6.01M · price +4.46% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 2 in the last 24 hours, 3 in 7 days.

• Oct 7, 16:31 Price / funding divergence −0.0150% per 4h — shorts pay longs
• Oct 7, 12:30 Price / funding divergence −0.0255% per 4h — shorts pay longs
• Oct 6, 17:19 Funding flip to negative −0.0059% 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 7, 16:40 Positioning divergence 55.7% of accounts long · long/short ratio 1.26