Volatility Analysis Data

  • Initial Claims Thu, 26th Dec 2019 (Timezone: America/New York)

    Release Data: 230K (Previous: 236K) US Department of Labor

    LTC volatility 1.73x, typical 1.41x · volume 3.64x, typical 1.59x Ordinary

  • Continued Claims Thu, 26th Dec 2019 (Timezone: America/New York)

    Release Data: 1753K (Previous: 1728K) US Department of Labor

    LTC volatility 1.73x, typical 1.41x · volume 3.64x, typical 1.59x Ordinary

  • Durable Orders Mon, 23rd Dec 2019 (Timezone: America/New York)

    Release Data: -3.3% (Previous: -0.3%) US Bureau of Census

    LTC volatility 1.11x, typical 1.34x · volume 0.59x, typical 1.46x Quiet

  • Durable Orders Ex Transportation Mon, 23rd Dec 2019 (Timezone: America/New York)

    Release Data: -0.3% (Previous: -0.5%) US Bureau of Census

    LTC volatility 1.11x, typical 1.34x · volume 0.59x, typical 1.46x Quiet

  • Personal Income Fri, 20th Dec 2019 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.4%) US Bureau of Economic Analysis

    LTC volatility 2.72x, typical 1.65x · volume 2.74x, typical 2.08x Strong

  • Core PCE Fri, 20th Dec 2019 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.1%) US Bureau of Economic Analysis

    LTC volatility 2.72x, typical 1.65x · volume 2.74x, typical 2.08x Strong

  • PCE Fri, 20th Dec 2019 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.2%) US Bureau of Economic Analysis

    LTC volatility 2.72x, typical 1.65x · volume 2.74x, typical 2.08x Strong

  • GDP Report Fri, 20th Dec 2019 (Timezone: America/New York)

    Release Data: 2.1% (Previous: 2.1%) US Bureau of Economic Analysis

    LTC volatility 1.65x, typical 1.52x · volume 3.04x, typical 1.73x Ordinary

  • Initial Claims Thu, 19th Dec 2019 (Timezone: America/New York)

    Release Data: 236K (Previous: 247K) US Department of Labor

    LTC volatility 2.58x, typical 1.41x · volume 7.26x, typical 1.59x Strong

  • Continued Claims Thu, 19th Dec 2019 (Timezone: America/New York)

    Release Data: 1728K (Previous: 1708K) US Department of Labor

    LTC volatility 2.58x, typical 1.41x · volume 7.26x, typical 1.59x Strong

  • JOLTs Job Openings Tue, 17th Dec 2019 (Timezone: America/New York)

    Release Data: 7.289M (Previous: 7.124M) US Bureau of Labor Statistics

    LTC volatility 1.48x, typical 1.90x · volume 2.42x, typical 2.28x Quiet

  • Export Prices Fri, 13th Dec 2019 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.0%) US Bureau of Labor Statistics

    LTC volatility 0.61x, typical 1.20x · volume 0.98x, typical 1.38x Quiet

  • Retail Sales Ex Autos Fri, 13th Dec 2019 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.3%) US Bureau of Census

    LTC volatility 0.61x, typical 1.38x · volume 0.98x, typical 1.49x Quiet

  • Retail Sales Fri, 13th Dec 2019 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.3%) US Bureau of Census

    LTC volatility 0.61x, typical 1.38x · volume 0.98x, typical 1.49x Quiet

  • Import Prices Fri, 13th Dec 2019 (Timezone: America/New York)

    Release Data: 0.2% (Previous: -0.4%) US Bureau of Labor Statistics

    LTC volatility 0.61x, typical 1.20x · volume 0.98x, typical 1.38x Quiet

  • Core PPI Thu, 12th Dec 2019 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.3%) US Bureau of Labor Statistics

    LTC volatility 1.61x, typical 1.83x · volume 0.97x, typical 2.58x Ordinary

  • PPI Thu, 12th Dec 2019 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.4%) US Bureau of Labor Statistics

    LTC volatility 1.61x, typical 1.83x · volume 0.97x, typical 2.58x Ordinary

  • Initial Claims Thu, 12th Dec 2019 (Timezone: America/New York)

    Release Data: 247K (Previous: 231K) US Department of Labor

    LTC volatility 1.61x, typical 1.41x · volume 0.97x, typical 1.59x Ordinary

  • Continued Claims Thu, 12th Dec 2019 (Timezone: America/New York)

    Release Data: 1708K (Previous: 1702K) US Department of Labor

    LTC volatility 1.61x, typical 1.41x · volume 0.97x, typical 1.59x Ordinary

  • Fed Interest Rate Wed, 11th Dec 2019 (Timezone: America/New York)

    Release Data: 1.50-1.75% (Previous: 1.50-1.75%) US Federal Open Market Committee

    LTC volatility 0.82x, typical 3.38x · volume 0.63x, typical 4.77x Quiet

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