Затишје пред буру? Променљивост биткоина на историјски ниским нивоима

Data shows the Bitcoin 7-day volatility has plunged down recently to pretty low values. Here’s what has historically happened following instances of such a trend.

Bitcoin 7-Day Volatility Has Declined To Just 1.6% In The Past Week

Према последњем недељном извештају из Арцане Ресеарцх, the recent sideways trend in the BTC price has lead to the volatility dropping down to very low values.

"несталност” is an indicator that measures how the daily returns of Bitcoin have deviated from the average during a specific period.

Here is a chart that shows the trend in the 7-day and 30-day versions of the metric for BTC over the last year:

The 7-day value of the indicator seems to have gone down in recent days | Source: Недељно ажурирање Арцане Ресеарцх-а - 39. недеља 2022

As you can see in the above graph, the 7-day Bitcoin volatility has plummeted down over the past week or so.

The metric’s value is now only 1.6%, a very low level that has only been seen a few times during the last twelve months. The 30-day volatility, though, has still stayed up recently at about 3.4%.

The reason behind such low weekly values of the indicator is the sideways consolidation between the $19k and $20k levels that the crypto’s price has been stuck in lately.

Such low 7-day volatility values have usually been succeeded by significant surges in the metric, as noted by the report.

This happens because leverage easily builds up during these periods. High leverage markets are highly volatile since any sudden price moves can liquidate large amounts, which further amplifies the price change.

Since low volatility periods obviously don’t have any significant price spikes, leverage can go unflushed and thus pile up.

As the Bitcoin 7-day volatility has been very low recently, this kind of buildup is again expected to take place in the market. And indeed, the BTC-denominated perpetual futures отворени интерес has shot up and is sitting at an all-time high right now, supporting the idea of the market being overleveraged:

Looks like the value of the metric has been climbing up recently | Source: Недељно ажурирање Арцане Ресеарцх-а - 39. недеља 2022

БТЦ цена

У време писања, Битцоин цена креће се око 20.1 хиљада долара, што је пораст од 3% у последњој недељи. Током прошлог месеца, крипто је добио 1% на вредности.

Графикон испод приказује тренд цене новчића у последњих пет дана.

The value of the crypto has been moving sideways since the surge a couple of days back | Source: БТЦУСД на ТрадингВиев

Истакнута слика са Канцханаре на Унспласх.цом, графикони са ТрадингВиев.цом, Арцане Ресеарцх