why the bund is so silent

Discussion in 'Financial Futures' started by 0008, Jun 13, 2019.

  1. 0008


    The bund futures is so boring it lacks any movment.
    I remember it used to be quite voliatile. Any reason for that?
  2. maxinger


    There has been no big change to bund.

    Look at Eurex buxl if you are looking for volatility.
  3. wrbtrader


    Looks the same to me...I'm looking at it via the 1hr and 2hr timeframes.

  4. RedDuke


    We are in very wierd low volatility period. Look at Yen on monthly basis. Lowest in 17 years, may be more (my data goes back to 2002). When it ends, it will be a fun roll coaster to trade.
  5. wrbtrader


    It was more volatilite in March and April. In comparison, the recent month of May (breakout mid May) and June...prices been rising on declining volatility. Thus, there's a lot of price movement (Up) but without the volatility.

    Any source of seasonality charts for the Bund futures ???

    Only one I know about (not a good source) @ https://www.seasonalcharts.com/future_farmprodukte_euro_bund.html

    Last edited: Jun 13, 2019
  6. wrbtrader


    It shows a visual representation of the info only.

    I prefer to also see the data (downloadable) so that I do my own stats of the info or input the data in a 3rd party charting program.

    For example, it shows the visual info via "line chart". I would like to have the option of looking at the visual info via bar chart or candlestick chart or any other type of chart. In addition, I would like to overlap the chart with another chart such as the BOBL futures and SCHATZ futures.

    I think that may refer to as the "raw data" so that I can create my own visual chart of the raw data.

    There's many other uses that a trader can use to help their trading and make it more consistent when using seasonality in their trading for those that use it as part of their edge.

    It looks like they get their data from https://www.seasonax.com/

    I'll start there as I research this more now that the summer months are here and I'm slowing down my trading...having more time to research stuff like this.

    HobbyTrading likes this.
  7. @wrbtrader thanks for your explanation.
    I am not very familiar with calculating seasonality but expect it to have a certain amount of "noise" or "uncertainty". I felt that the line charts do not indicate how much the (statistical) deviation is/can be. That makes that the lines are interesting to take a look at, but not sufficient information to base any trading/investing decision on.
    wrbtrader likes this.
  8. wrbtrader


    Exactly which is why I need access to the raw data because I'm sure they have that info but made a decision to just show the "line chart".

    I mention the overlap charts issue because I do a lot of intermarket/intramarket analysis in my trading along with seasonality information when trading.

    I do not trade the BUND but its one of my key markets I monitor every trading day but I did trade it many years ago as I did with other key markets I traded to help me trade whatever I'm trading today.

    All of these markets are interconnected in their behavior and seasonalities thanks to the institutional trading firms having offices all over the world, network on the traders all over the world, governments global financial policies and many other variables that becomes more connected.

    More raw data like the high, low, close and open instead of just the close can reveal other seasonalities on the intraday level too within those daily/monthly line charts. Those other designation points (H, L, O, C) will allow better volatility analysis instead of just looking at the Close for a line chart.

    I'm just not a fan of looking at one market as if the big players are not talking to each other which is why I want to visually overlap the charts of many key markets in comparison to just having them side by side...latter still useful.

    P.S. Many years ago I use to print the price action on paper and then put the same paper back in the printer to print a different price action on the same paper to produce the same "overlap" comparison. Today, many charting programs allow the overlapping if you have the data.

    Last edited: Jun 14, 2019
    HobbyTrading likes this.