Bitcoin Momentum Analysis: Leverage Ratios & On-Chain Data (Oct 17-23)

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Price Overview

Bitcoin opened the week at $19,292 and closed at $19,600, marking a modest 1.6% increase. The trading pattern remained range-bound between $18K-$20K for over a month, with shrinking volatility. While occasional intraday price swings occurred, the market lacked significant catalysts to break this consolidation phase. This report analyzes current market momentum and volatility using on-chain metrics.


On-Chain Analysis

Liquidity vs. Illiquidity Supply Dynamics

Market prices fundamentally reflect supply-demand dynamics. Bitcoin's on-chain data allows us to categorize supply based on holder activity:

90-Day Bitcoin Coin Days Destroyed

The Coin Days Destroyed metric has reached its lowest level since 2017, reflecting:


Volatility & Derivatives Metrics

1-Week Realized Volatility

Historical bear markets transition through low-volatility phases before recovery. Recent data shows:

Futures-Spot Rolling Basis

Stabilization observed in futures premiums:

Estimated Leverage Ratio

Despite low volatility, leverage ratios remain elevated due to:


Key Takeaways

  1. Supply contraction contrasts with weak price performance amid macro pressures
  2. Holder behavior diverges from past cycles, showing accumulation tendencies
  3. Volatility compression suggests prolonged bear market conditions
  4. Derivatives markets reflect selective speculation via leverage

FAQs

Q: Why is liquid supply shrinking if prices aren’t rising?

A: Macroeconomic conditions (e.g., interest rate hikes) are overriding crypto-specific supply dynamics, driving capital to safer assets.

Q: What does record-low Coin Days Destroyed indicate?

A: It signals extreme holder inactivity—few long-term coins are being spent, reflecting low sell-side pressure but also weak network utility.

Q: How can leverage ratios stay high in low-volatility environments?

A: Speculative traders dominate futures activity, using higher leverage to chase returns in stagnant markets.

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