VELVET 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, 11:25 Volatility spike 5m range 4.17% — 4.8× average, move −0.97%
• Oct 7, 08:15 Volatility spike 5m range 5.91% — 10.9× average, move +3.22%
• Oct 5, 16:05 Volatility spike 5m range 4.39% — 6.7× average, move +1.38%
• Oct 3, 20:35 Volatility spike 5m range 6.27% — 4.6× average, move −1.90%
• Oct 3, 08:50 Volatility spike 5m range 7.53% — 4.2× average, move −5.21%
• Oct 3, 05:25 Volatility spike 5m range 12.02% — 5.0× average, move −10.99%
• Oct 3, 00:20 Volatility spike 5m range 23.09% — 8.5× average, move −15.47%
• Oct 2, 14:05 Volatility spike 5m range 3.63% — 5.7× average, move −0.03%
• Oct 2, 04:30 Volatility spike 5m range 4.84% — 5.2× average, move +2.12%
• Oct 1, 08:50 Volatility spike 5m range 3.11% — 4.3× average, move +1.54%

Five-minute candles with volume well above the recent average while the price moves. 1 in the last 24 hours, 28 in 7 days.

• Oct 7, 08:15 Volume spike $714K in 5m — 30.1× average, price +3.22%
• Oct 3, 20:35 Volume spike $1.08M in 5m — 3.3× average, price −1.90%
• Oct 3, 19:10 Volume spike $714K in 5m — 1.7× average, price −1.40%
• Oct 3, 18:35 Volume spike $941K in 5m — 2.4× average, price −1.91%
• Oct 3, 18:20 Volume spike $1.13M in 5m — 3.2× average, price −1.22%
• Oct 3, 18:05 Volume spike $913K in 5m — 2.9× average, price +1.21%
• Oct 3, 16:35 Volume spike $726K in 5m — 2.4× average, price −1.48%
• Oct 3, 16:15 Volume spike $820K in 5m — 3.3× average, price +3.02%
• Oct 3, 10:40 Volume spike $897K in 5m — 1.5× average, price +1.42%
• Oct 3, 10:15 Volume spike $738K in 5m — 1.4× average, price +3.27%

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 3, 00:18 Open interest down −6.72% Longs closing · OI $5.96M · price −17.30% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 0 in the last 24 hours, 3 in 7 days.

• Oct 3, 12:32 Price / funding divergence +0.0173% per 4h — longs pay shorts
• Oct 3, 00:30 Price / funding divergence +0.0272% per 4h — longs pay shorts
• Oct 2, 05:30 Price / funding divergence +0.0160% per 4h — longs pay shorts

Crowded positioning and fast shifts between longs and shorts. 0 in the last 24 hours, 3 in 7 days.

• Oct 3, 09:20 Positioning divergence 68.0% of accounts long · long/short ratio 2.13
• Oct 3, 05:15 Positioning divergence 70.9% of accounts long · long/short ratio 2.44
• Oct 3, 00:40 Positioning divergence 69.5% of accounts long · long/short ratio 2.28