SNXX Futures market data

Five-minute candles with a range several times the usual one. 0 in the last 24 hours, 3 in 7 days.

• Oct 6, 13:40 Volatility spike 5m range 3.23% — 5.5× average, move −0.95%
• Oct 2, 13:35 Volatility spike 5m range 6.03% — 8.0× average, move −4.66%
• Oct 1, 13:35 Volatility spike 5m range 4.62% — 7.6× average, move +3.00%

Single futures trades large enough to matter, and bursts of them, with side and size. 4 in the last 24 hours, 9 in 7 days.

• Oct 7, 16:10 Whale sell $1.08M at 16.31
• Oct 7, 15:16 Whale sell $1.14M at 16.2
• Oct 7, 15:05 Whale sell $1.1M at 16.07
• Oct 7, 06:07 Whale sell $2.54M at 14.75
• Oct 6, 13:38 Whale sell $1.03M at 15.45
• Oct 2, 18:39 Whale sell $1.07M at 16.33
• Oct 2, 18:36 Whale sell $1.52M at 16.36
• Oct 2, 08:20 2 whale trades $2.73M total · buys $1.28M · sells $1.45M
• Oct 1, 12:05 Whale sell $2.05M at 16.95

Five-minute candles with volume well above the recent average while the price moves. 3 in the last 24 hours, 13 in 7 days.

• Oct 7, 15:25 Volume spike $9.29M in 5m — 2.5× average, price −1.17%
• Oct 7, 14:20 Volume spike $4.36M in 5m — 1.8× average, price +1.30%
• Oct 7, 13:35 Volume spike $22.2M in 5m — 31.4× average, price +1.59%
• Oct 6, 11:25 Volume spike $1.63M in 5m — 7.0× average, price +1.01%
• Oct 2, 13:35 Volume spike $30M in 5m — 19.9× average, price −4.66%
• Oct 2, 13:20 Volume spike $3.26M in 5m — 2.3× average, price +1.09%
• Oct 2, 11:15 Volume spike $4.88M in 5m — 6.6× average, price −1.25%
• Oct 1, 18:25 Volume spike $2.86M in 5m — 1.6× average, price +1.22%
• Oct 1, 17:40 Volume spike $2.63M in 5m — 1.4× average, price −1.07%
• Oct 1, 17:25 Volume spike $3.07M in 5m — 1.6× average, price +1.32%

Large bid and ask orders close to the price that held for at least 30 seconds. 40 in the last 24 hours, 222 in 7 days.

• Oct 7, 18:41 Ask wall $539K at 16.5 (+0.82% from price), 6.0× median level
• Oct 7, 18:32 Bid wall $454K at 16.26 (−0.82% from price), 5.3× median level
• Oct 7, 18:09 Ask wall $557K at 16.5 (+0.58% from price), 5.7× median level
• Oct 7, 17:50 Bid wall $1.68M at 16.2 (−0.89% from price), 20.0× median level
• Oct 7, 17:09 Bid wall $517K at 16.32 (−0.52% from price), 5.4× median level
• Oct 7, 16:29 Bid wall $1.78M at 16.2 (−0.70% from price), 16.0× median level
• Oct 7, 16:01 Ask wall $896K at 16.15 (+0.34% from price), 7.9× median level
• Oct 7, 15:54 Bid wall $941K at 16.15 (−0.15% from price), 8.6× median level
• Oct 7, 15:23 Bid wall $1.12M at 15.9 (−0.72% from price), 12.4× median level
• Oct 7, 15:18 Ask wall $596K at 16.3 (+0.34% from price), 6.2× median level

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

• Oct 7, 16:17 Open interest down −5.31% Shorts closing · OI $36.9M · price +1.15% in 15m
• Oct 7, 15:25 Open interest up +6.83% New shorts entering · OI $38.1M · price −0.63% in 15m
• Oct 7, 14:14 Open interest up +5.13% New longs entering · OI $30.8M · price +1.29% in 15m
• Oct 2, 18:39 Open interest down −5.01% Longs closing · OI $35.5M · price −0.41% in 15m
• Oct 2, 08:19 Open interest up +6.86% New longs entering · OI $40.3M · price +0.82% in 15m
• Oct 1, 13:34 Open interest up +5.66% New longs entering · OI $32.2M · price +2.41% in 15m
• Oct 1, 09:08 Open interest up +5.32% New longs entering · OI $30.9M · price +0.76% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 2 in the last 24 hours, 4 in 7 days.

• Oct 7, 06:14 Funding flip to negative −0.0575% per 8h — shorts pay longs
• Oct 7, 02:14 Funding flip to negative −0.0148% per 8h — shorts pay longs
• Oct 6, 12:07 Funding spike +0.0511% per 8h — longs pay shorts
• Oct 5, 00:30 Funding spike +0.0764% per 8h — longs pay shorts

Crowded positioning and fast shifts between longs and shorts. 4 in the last 24 hours, 8 in 7 days.

• Oct 7, 13:20 Positioning shift to short 70.8% of accounts long · long/short ratio 2.42
• Oct 7, 06:10 Positioning shift to long 71.5% of accounts long · long/short ratio 2.51
• Oct 7, 02:10 Positioning divergence 71.8% of accounts long · long/short ratio 2.54
• Oct 6, 20:05 Positioning shift to short 64.0% of accounts long · long/short ratio 1.78
• Oct 6, 13:34 Positioning divergence 68.8% of accounts long · long/short ratio 2.21
• Oct 5, 15:15 Positioning shift to long 62.0% of accounts long · long/short ratio 1.63
• Oct 2, 15:40 Positioning shift to long 60.7% of accounts long · long/short ratio 1.54
• Oct 2, 11:35 Positioning divergence 47.5% of accounts long · long/short ratio 0.91

Forced closes of long and short positions, grouped when several hit at once. 1 in the last 24 hours, 2 in 7 days.

• Oct 6, 19:38 Longs liquidated $89K at 15.1074
• Oct 5, 18:58 Longs liquidated $240K at 15.6891