We expect a $28.545 movement on ZN within 2 hours following the release of ECB Interest Rate Decision at 23 Jan 12:45. We expect ZN to trend upwards 2 hours following the event release at 23 Jan 12:45 if the released value is = 0%. A price movement of 22 pips is expected.
Historical events that allowed us to draw this conclusion
24 Oct 11:45 |
10 Apr 11:45 |
07 Mar 12:45 |
24 Jan 12:45 |
13 Dec 12:45 |
25 Oct 11:45 |
13 Sep 11:45 |
26 Jul 11:45 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).
