Thursday 11 June 2015

Analysis of Euro Bund Future

As I promised some days ago, I've done the analysis of Euro Bund Future. During the last days the Bund Future has fallen according to the rumors of the deal with Greece, the good European inflation data. Right now the Euro Bund Future is up 0.96% (+1.410) (150.510).

Euro Bund Future 11/06/2015

The bund future has been falling since April. At the same time the yield of the German bund has been raising. The German yield curve has steepened.

German yield curve. Source: Jamie McGeever's twitter 
 
 
Analysis of Euro Bund Future
 
 
Euro Bund Daily Statistics
 
 
As you can see I've used 639 days. The main problem of trading Euro Bund Future is that it has long tails so if you don´t protect yourself with a stop loss, you can lose a lot of money.
 



Intervals, frecuencies, accumulative frecuencies, probabilities

Charts about the distribution of returns, the distribution of the probabilities of returns, daily %change and Accum. Frecuency.

I hope you had enjoyed with this article. Have a good trading.

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