Time Series and Trading Pattern Analysis of HDFC Bank Stock

By abhishek.verma75000 · March 31, 2026

A complete data analysis of HDFC Bank stock covering price trends, returns, volatility patterns, trading volume behavior, technical indicators, breakout…

HDFC Bank stock showed a clear upward (bullish) trend from April to July 2025, gaining approximately 9.52% over the period. The stock started at ₹1,816.00 in April and climbed to ₹1,988.80 by July. A candlestick chart with a 20-day moving average has been generated to visualize the full price journey across these four months.

Over the 61 trading days analyzed, the average close-to-close daily return was 0.1553%, indicating a modest but positive overall trend. A bar chart has been generated showing each day's return, color-coded green for positive and red for negative days, making it easy to spot patterns and volatility.

The analysis examined how intraday price volatility (high minus low) varies across different times of day. A bar and line chart has been generated showing mean and median volatility at each time slot throughout the trading day. The overall average intraday volatility across all sessions is ₹5.09.

Over the three-month period, Week 26 of 2025 (2025-W26) delivered the strongest performance with a gain of +3.24%, as HDFC Bank's price rose from ₹1,948.40 to ₹2,011.50 — a jump of ₹63.10. On the flip side, Week 24 of 2025 (2025-W24) was the weakest, with a decline of -3.78%, dropping from ₹1,995.00 to ₹1,919.50, a loss of ₹75.50. A bar chart has been generated showing the weekly percentage changes across all 14 weeks, with green bars for positive weeks and red for negative ones.

The analysis successfully identified which 15-minute intervals consistently show the highest trading volume throughout the day. A bar chart was generated showing average trading volume for each 15-minute time slot, with color intensity highlighting the busiest periods. The chart reveals clear patterns in when trading activity peaks and troughs during the day.

Overnight price gaps in HDFCBANK (15-minute data) are extremely common — occurring on 95.1% of trading day transitions (58 out of 61 days). The average gap magnitude is ₹9.57 (0.503%), and there's a slight bullish bias with an average signed gap of +₹2.09. Gap-up days (35) outnumber gap-down days (23), confirming the upward lean. Two charts have been generated: a bar chart showing all gaps over time colored by direction, and a histogram of gap magnitude distributions.

Surprisingly, high-volume 15-minute candles do NOT tend to coincide with larger price moves in this dataset. In fact, the relationship is slightly inverse — the highest volume quartile (Q4) shows a smaller average range (0.276%) compared to the lowest volume quartile (Q1) at 0.318%. Similarly, directional moves (open-to-close) are slightly smaller in high-volume candles (0.131%) versus low-volume ones (0.159%). The correlations between volume and price range (-0.044) and volume and directional move (-0.051) are both near zero and slightly negative, indicating essentially no meaningful relationship.

The analysis identified the key price levels where HDFCBANK repeatedly found support or resistance by clustering all historical highs and lows. The most significant zone is around ₹1,932, which recorded the highest number of total touches. The top 5 most active price levels are: ₹1,932, ₹1,922, ₹1,927, ₹1,937, and ₹1,917 — all tightly clustered in a narrow ₹20 range, suggesting this is a major congestion zone for the stock. Data tables have been generated showing the full breakdown of support and resistance touches at each level.

The analysis successfully identified the top 10 highest-range 15-minute candles from your dataset. A bar chart has been generated showing each candle's range (High minus Low) plotted against its timestamp, making it easy to compare the most volatile periods. A data table is also available with the full details including open, high, low, close, volume, and range for each candle.

The analysis successfully produced a bar chart and data tables showing average daily trading volume month-over-month from April through July 2025. The visualization clearly displays how trading activity shifted across these four months, making it easy to spot peaks and dips in market participation.

A data table was generated analyzing how HDFCBANK's first-hour price movement predicts the rest of the trading day. The analysis examined each trading day's first 4 candles (9:15–10:15 AM IST) and compared that direction to the remainder of the session.

Based on historical data for HDFC Bank, Friday is the best day to trade with an average return of +0.34%, while Wednesday is the worst day with an average return of -0.28%. A bar chart has been generated showing the average returns for each trading day, color-coded green for positive and red for negative days.

The analysis identified sessions where HDFCBANK's trading volume exceeded 3 times the average. Two charts were generated: the first shows the full volume history with a red dashed threshold line marking the 3x average level, with green/red markers highlighting each spike session (green = price rose, red = price fell). The second chart shows the percentage price change during each spike session, making it easy to see whether high-volume sessions were bullish or bearish.

The analysis successfully identified the major rally and drawdown phases for HDFCBANK stock. Three data tables were generated showing each phase's start and end dates, duration in days, price levels, and percentage change. The phases were detected using a 3% threshold — meaning a move of at least 3% in either direction was required to classify a new rally or drawdown period.

The analysis identified key moving average crossovers for HDFCBANK, where the 20-period MA crossed above or below the 50-period MA. A chart has been generated showing the price action alongside both moving averages, with green upward triangles marking bullish crossovers (where MA20 crossed above MA50) and red downward triangles marking bearish crossovers (where MA20 crossed below MA50). Additional data tables provide details on each crossover event including the timing, price level, and subsequent returns.

Yes! HDFCBANK's 15-minute chart clearly shows periods of narrowing price ranges (volatility squeezes) that preceded significant breakout moves. The analysis identified 18 such events where the price range contracted sharply before exploding into a major candle.