Breaking New : Bitcoin futures data shows high proportion of long position liquidations

According to Odaily, data from the Bitcoin futures liquidation dominance oscillator indicates that approximately 97% of forced liquidations yesterday were from long positions. The 30-day moving average of this metric has risen to 31.4%, suggesting that long positions have accounted for a significant share of recent market liquidations.

This pattern reflects sustained pressure on leveraged buyers, as price declines have led to consecutive rounds of long liquidations over the past month. At the same time, Bitcoin’s perpetual contract funding rate has remained positive, with an annualized rate of around 43.2% reported yesterday.

Although this funding rate is lower than the levels exceeding 100% observed between October and November, it still indicates that market participants continue to maintain a net preference for long exposure. The persistence of positive funding alongside elevated liquidation levels suggests that leveraged long positions are being re-established or have not been fully unwound.

From a broader perspective, this combination may point to ongoing deleveraging risks in the derivatives market, as positioning remains skewed toward long exposure despite recent volatility and forced liquidations.

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