SAGA Futures market data

Five-minute candles with a range several times the usual one. 0 in the last 24 hours, 4 in 7 days.

• Oct 5, 10:45 Volatility spike 5m range 3.71% — 6.2× average, move +0.72%
• Oct 3, 23:10 Volatility spike 5m range 6.70% — 21.7× average, move +4.89%
• Oct 2, 17:15 Volatility spike 5m range 9.24% — 20.7× average, move −4.13%
• Sep 30, 22:05 Volatility spike 5m range 3.97% — 8.3× average, move −3.93%

Five-minute candles with volume well above the recent average while the price moves. 0 in the last 24 hours, 4 in 7 days.

• Oct 5, 16:45 Volume spike $802K in 5m — 5.5× average, price +1.04%
• Oct 3, 23:10 Volume spike $1.07M in 5m — 54.6× average, price +4.89%
• Oct 2, 17:15 Volume spike $1.52M in 5m — 37.2× average, price −4.13%
• Sep 30, 22:05 Volume spike $897K in 5m — 16.5× average, price −3.93%

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 7, 02:05 Open interest down −6.20% Longs closing · OI $6.94M · price −4.79% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 0 in the last 24 hours, 6 in 7 days.

• Oct 5, 17:17 Price / funding divergence −0.0053% per 4h — shorts pay longs
• Oct 4, 19:49 Funding flip to negative −0.0051% per 4h — shorts pay longs
• Oct 3, 23:34 Funding flip to positive +0.0050% per 4h — longs pay shorts
• Oct 3, 15:28 Funding flip to negative −0.0051% per 4h — shorts pay longs
• Oct 2, 17:27 Funding flip to negative −0.0052% per 4h — shorts pay longs
• Oct 1, 23:44 Funding flip to positive +0.0050% per 4h — longs pay shorts