However, when the trading cost is relatively low (less than 2 ticks), information in the Euro-Bund futures ATM option market is associated with its futures returns. Finally, we show that Euro-Bund futures ATM put options are more informative than its ATM call for the underlying futures price...
必应词典为您提供euro-bund-futures的释义,网络释义: 长期欧元债券期货;长期债券;
Day Change Summary PreviousCurrent 06-Dec-202307-Dec-2023ChangeChange %Previous Week Open134.55134.900.350.3%130.35 High135.08135.210.130.1%133.53 Low134.11134.420.310.2%130.16 Close134.91135.120.210.2%133.22 Range0.970.79-0.18-18.6%3.37 ATR0.970.96-0.01-1.4%0.00 ...
The seasonal returns, or seasonality chart, shows percent change (or price change for futures) by month for a number of historical periods.
Day Change Summary PreviousCurrent 07-Dec-202008-Dec-2020ChangeChange %Previous Week Open175.03175.370.340.2%175.63 High175.51175.610.100.1%175.72 Low175.03175.350.320.2%174.37 Close175.41175.430.020.0%174.82 Range0.480.26-0.22-45.8%1.35 ATR0.590.56-0.02-4.0%0.00 ...
Futures Overview EnergyLastChgChg % Crude Oil Continuous Contract $68.99 -2.72 -3.79% Brent Crude Oil Continuous Contract $72.26 -2.69 -3.59% Natural Gas Continuous Contract $4.034 -0.021 -0.52% RBOB Gasoline Continuous Contract $2.2137 -0.1173 -5.03% Heating Oil Continuous Contract $2.2160 -0.1...
Euro German Bund Jun 2025 advanced future charts by MarketWatch. View FGBLM25 futures and commodity data and compare to other futures, stocks and exchanges.
We first find that the book imbalance defined as scaled difference between asked size and bid size at the best limit price levels in the Euro-Bund futures option order book is significantly related to short-term its futures returns only for at-the-money (ATM) options. However, book ...
Nearest will use whatever contract was the Nearest futures contract on the date of the given bar. The Price Box will show the contract that was used to build the bar. Custom Date Range You may set a custom date range for a specific aggregation by clicking the Calendar icon at the bottom...
S&P500 index or Euro Bund futures probability distribution on daily basis are good examples of the diversion from normality. Basic principles of the Dynamic Financial Market Model and also its explanation of S&P 500 index, Down Jones Industrial Average index, Euro Bund futures or EUR/USD currency...