Bitcoin price on Mar 26, 2026 at 1pm EDT?

The resolving outcome is determined by the market's official settlement rules and the designated price source at the specified timestamp; those rules define the price observation method, any rounding or bucket boundaries, and which data feeds are authoritative.

Each outcome corresponds to a specific price level or price range as defined on the event page; together they partition the plausible price space so that exactly one outcome covers the observed settlement price based on the market's rounding/bucketing rules.

Trading close time is determined by the platform's event rules and may be listed on the event page; platforms often stop new orders shortly before the settlement timestamp to allow for accurate price observation and to manage risk—check the market header for the exact cutoff.

Resolution procedures for data-feed outages are specified in the market's dispute and settlement policy—common options include using a predefined fallback feed, averaging multiple feeds, or invoking a manual settlement process; consult the event's official rules for the exact fallback sequence.

Use historical volatility and recent price action to gauge plausible short-term ranges and the size of moves that could change the resolving bucket; combine that with an assessment of scheduled news, liquidity conditions, and on-chain signals to form a view, while remembering that markets can move rapidly on unexpected developments.