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We expect a $28.545 movement on ZN within 2 hours following the release of ECB Interest Rate Decision.

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”).

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