ORCA Futures market data

Five-minute candles with a range several times the usual one. 1 in the last 24 hours, 6 in 7 days.

• Oct 7, 14:10 Volatility spike 5m range 4.50% — 4.2× average, move +2.69%
• Oct 6, 17:25 Volatility spike 5m range 6.51% — 4.4× average, move +4.83%
• Oct 6, 14:55 Volatility spike 5m range 6.73% — 5.2× average, move +5.29%
• Oct 6, 00:30 Volatility spike 5m range 8.07% — 4.6× average, move −7.54%
• Oct 5, 00:05 Volatility spike 5m range 8.94% — 11.7× average, move +4.59%
• Oct 4, 18:10 Volatility spike 5m range 3.08% — 5.7× average, move +2.70%

Five-minute candles with volume well above the recent average while the price moves. 18 in the last 24 hours, 48 in 7 days.

• Oct 7, 18:30 Volume spike $1.4M in 5m — 1.7× average, price −1.08%
• Oct 7, 17:25 Volume spike $3.72M in 5m — 3.4× average, price −1.81%
• Oct 7, 17:10 Volume spike $2.64M in 5m — 2.8× average, price +3.68%
• Oct 7, 14:35 Volume spike $3.3M in 5m — 3.6× average, price +1.77%
• Oct 7, 14:10 Volume spike $2.89M in 5m — 3.6× average, price +2.69%
• Oct 7, 12:35 Volume spike $1.25M in 5m — 1.8× average, price +1.08%
• Oct 7, 11:45 Volume spike $1.84M in 5m — 2.5× average, price −1.51%
• Oct 7, 09:05 Volume spike $2.34M in 5m — 2.0× average, price −2.86%
• Oct 7, 08:45 Volume spike $2M in 5m — 1.7× average, price +2.01%
• Oct 7, 08:05 Volume spike $1.68M in 5m — 1.5× average, price −1.51%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 0 in the last 24 hours, 10 in 7 days.

• Oct 6, 18:26 Open interest down −5.26% Longs closing · OI $15.2M · price −3.12% in 15m
• Oct 6, 17:55 Open interest up +9.38% New shorts entering · OI $16.1M · price −0.42% in 15m
• Oct 6, 17:24 Open interest up +6.59% New longs entering · OI $12.4M · price +10.56% in 15m
• Oct 6, 05:36 Open interest up +5.06% New longs entering · OI $8.81M · price +1.99% in 15m
• Oct 6, 00:36 Open interest down −5.04% Longs closing · OI $7.49M · price −5.64% in 15m
• Oct 5, 23:50 Open interest up +5.30% New longs entering · OI $7.87M · price +3.84% in 15m
• Oct 5, 20:04 Open interest up +5.65% New longs entering · OI $6.55M · price +3.20% in 15m
• Oct 5, 00:05 Open interest up +7.33% New longs entering · OI $5.55M · price +4.13% in 15m
• Oct 4, 19:07 Open interest up +5.57% New longs entering · OI $5.06M · price +6.36% in 15m
• Oct 4, 18:29 Open interest up +5.01% New longs entering · OI $4.63M · price +5.91% in 15m

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

• Oct 7, 07:40 Extreme negative funding −0.1303% per 4h — shorts pay longs
• Oct 6, 17:27 Extreme negative funding −0.0865% per 4h — shorts pay longs
• Oct 6, 08:31 Extreme negative funding −0.0567% per 4h — shorts pay longs
• Oct 6, 04:30 Price / funding divergence −0.0499% per 4h — shorts pay longs
• Oct 5, 02:33 Extreme negative funding −0.3033% per 4h — shorts pay longs
• Oct 4, 22:32 Extreme negative funding −0.1026% per 4h — shorts pay longs
• Oct 4, 18:32 Funding flip to negative −0.0074% per 4h — shorts pay longs

Crowded positioning and fast shifts between longs and shorts. 3 in the last 24 hours, 7 in 7 days.

• Oct 7, 15:04 Positioning divergence 47.8% of accounts long · long/short ratio 0.92
• Oct 7, 07:50 Positioning divergence 48.8% of accounts long · long/short ratio 0.95
• Oct 6, 22:50 Positioning divergence 46.5% of accounts long · long/short ratio 0.87
• Oct 6, 16:10 Positioning divergence 50.6% of accounts long · long/short ratio 1.03
• Oct 6, 11:37 Positioning divergence 55.6% of accounts long · long/short ratio 1.25
• Oct 5, 23:50 Positioning divergence 58.7% of accounts long · long/short ratio 1.42
• Oct 4, 19:20 Positioning shift to long 62.0% of accounts long · long/short ratio 1.63