UAI Futures market data

Five-minute candles with a range several times the usual one. 2 in the last 24 hours, 10 in 7 days.

• Oct 7, 14:15 Volatility spike 5m range 10.76% — 21.7× average, move −5.83%
• Oct 7, 02:05 Volatility spike 5m range 11.34% — 27.4× average, move −2.20%
• Oct 4, 00:05 Volatility spike 5m range 3.61% — 12.5× average, move +2.84%
• Oct 3, 14:15 Volatility spike 5m range 4.20% — 7.9× average, move +3.65%
• Oct 2, 17:30 Volatility spike 5m range 6.89% — 10.8× average, move +0.48%
• Oct 2, 09:30 Volatility spike 5m range 32.40% — 10.3× average, move −18.19%
• Oct 2, 09:00 Volatility spike 5m range 12.93% — 8.6× average, move −11.25%
• Oct 1, 20:55 Volatility spike 5m range 4.61% — 5.1× average, move +2.42%
• Oct 1, 09:45 Volatility spike 5m range 4.55% — 5.6× average, move +4.06%
• Sep 30, 21:15 Volatility spike 5m range 5.77% — 12.1× average, move −0.20%

Five-minute candles with volume well above the recent average while the price moves. 1 in the last 24 hours, 6 in 7 days.

• Oct 7, 14:15 Volume spike $1.93M in 5m — 152.3× average, price −5.83%
• Oct 3, 14:20 Volume spike $724K in 5m — 18.6× average, price −1.68%
• Oct 2, 09:35 Volume spike $2.66M in 5m — 3.9× average, price +3.90%
• Oct 2, 09:20 Volume spike $953K in 5m — 2.3× average, price +3.60%
• Oct 2, 09:00 Volume spike $3.89M in 5m — 18.3× average, price −11.25%
• Oct 1, 20:55 Volume spike $757K in 5m — 5.8× average, price +2.42%

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 2, 09:34 Open interest down −5.02% Longs closing · OI $8.11M · price −16.84% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 0 in the last 24 hours, 1 in 7 days.

• Oct 2, 03:18 Price / funding divergence +0.0193% per 4h — longs pay shorts

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

• Oct 2, 10:05 Positioning divergence 55.3% of accounts long · long/short ratio 1.24