NIL Futures market data

Five-minute candles with a range several times the usual one. 0 in the last 24 hours, 1 in 7 days.

• Oct 6, 17:00 Volatility spike 5m range 3.34% — 4.5× average, move −2.80%

Five-minute candles with volume well above the recent average while the price moves. 0 in the last 24 hours, 21 in 7 days.

• Oct 6, 17:00 Volume spike $1.07M in 5m — 8.3× average, price −2.80%
• Oct 6, 01:05 Volume spike $954K in 5m — 2.3× average, price −2.76%
• Oct 5, 18:50 Volume spike $2.48M in 5m — 2.1× average, price −2.61%
• Oct 5, 18:35 Volume spike $2.37M in 5m — 2.2× average, price +3.15%
• Oct 5, 17:45 Volume spike $1.83M in 5m — 2.4× average, price +1.28%
• Oct 5, 17:15 Volume spike $1.8M in 5m — 3.5× average, price +1.75%
• Oct 5, 16:55 Volume spike $1.03M in 5m — 2.4× average, price +1.15%
• Oct 5, 15:00 Volume spike $611K in 5m — 2.1× average, price +1.44%
• Oct 5, 14:05 Volume spike $604K in 5m — 3.1× average, price +1.18%
• Oct 5, 13:10 Volume spike $614K in 5m — 3.9× average, price +1.10%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 0 in the last 24 hours, 1 in 7 days.

• Oct 5, 07:22 Open interest down −5.08% Longs closing · OI $9.59M · price −8.38% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 0 in the last 24 hours, 2 in 7 days.

• Oct 5, 17:21 Price / funding divergence −0.0051% per 4h — shorts pay longs
• Oct 5, 03:12 Funding flip to negative −0.0053% per 4h — shorts pay longs

Crowded positioning and fast shifts between longs and shorts. 0 in the last 24 hours, 1 in 7 days.

• Oct 5, 07:40 Positioning divergence 45.6% of accounts long · long/short ratio 0.84