Volatility Analysis Data

  • GDP Report Thu, 24th Jun 2021 (Timezone: America/New York)

    Release Data: 6.4% (Previous: 6.4%) US Bureau of Economic Analysis

    LTC volatility 0.75x, typical 1.52x · volume 0.84x, typical 1.73x Quiet

  • Durable Orders Ex Transportation Thu, 24th Jun 2021 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 2.2%) US Bureau of Census

    LTC volatility 0.75x, typical 1.34x · volume 0.84x, typical 1.46x Quiet

  • Initial Claims Thu, 17th Jun 2021 (Timezone: America/New York)

    Release Data: 428K (Previous: 420K) US Department of Labor

    LTC volatility 0.90x, typical 1.41x · volume 2.05x, typical 1.59x Quiet

  • Continued Claims Thu, 17th Jun 2021 (Timezone: America/New York)

    Release Data: 3268K (Previous: 3350K) US Department of Labor

    LTC volatility 0.90x, typical 1.41x · volume 2.05x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 16th Jun 2021 (Timezone: America/New York)

    Release Data: 0.00-0.25% (Previous: 0.00-0.25%) US Federal Open Market Committee

    LTC volatility 4.22x, typical 3.38x · volume 9.89x, typical 4.77x Ordinary

  • Export Prices Wed, 16th Jun 2021 (Timezone: America/New York)

    Release Data: 2.3% (Previous: 1.2%) US Bureau of Labor Statistics

    LTC volatility 1.13x, typical 1.20x · volume 1.52x, typical 1.38x Quiet

  • Import Prices Wed, 16th Jun 2021 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 0.9%) US Bureau of Labor Statistics

    LTC volatility 1.13x, typical 1.20x · volume 1.52x, typical 1.38x Quiet

  • Core PPI Tue, 15th Jun 2021 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 1.1%) US Bureau of Labor Statistics

    LTC volatility 1.42x, typical 1.83x · volume 1.16x, typical 2.58x Quiet

  • PPI Tue, 15th Jun 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 1.1%) US Bureau of Labor Statistics

    LTC volatility 1.42x, typical 1.83x · volume 1.16x, typical 2.58x Quiet

  • Retail Sales Ex Autos Tue, 15th Jun 2021 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.5%) US Bureau of Census

    LTC volatility 1.42x, typical 1.38x · volume 1.16x, typical 1.49x Quiet

  • Retail Sales Tue, 15th Jun 2021 (Timezone: America/New York)

    Release Data: -0.6% (Previous: 0.9%) US Bureau of Census

    LTC volatility 1.42x, typical 1.38x · volume 1.16x, typical 1.49x Quiet

  • Initial Claims Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 420K (Previous: 427K) US Department of Labor

    LTC volatility 0.87x, typical 1.41x · volume 0.94x, typical 1.59x Quiet

  • Continued Claims Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 3350K (Previous: 3422K) US Department of Labor

    LTC volatility 0.87x, typical 1.41x · volume 0.94x, typical 1.59x Quiet

  • Core Inflation Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 3.8% (Previous: 3.0%) US Bureau of Labor Statistics

    LTC volatility 0.87x, typical 3.28x · volume 0.94x, typical 5.86x Quiet

  • Core CPI Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.8%) US Bureau of Labor Statistics

    LTC volatility 0.87x, typical 3.28x · volume 0.94x, typical 5.86x Quiet

  • CPI Thu, 10th Jun 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.6%) US Bureau of Labor Statistics

    LTC volatility 0.87x, typical 3.28x · volume 0.94x, typical 5.86x Quiet

  • JOLTs Job Openings Tue, 8th Jun 2021 (Timezone: America/New York)

    Release Data: 9.356M (Previous: 8.47M) US Bureau of Labor Statistics

    LTC volatility 2.75x, typical 1.90x · volume 3.61x, typical 2.28x Strong

  • International Exports Tue, 8th Jun 2021 (Timezone: America/New York)

    Release Data: $209.1B (Previous: $209B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.33x, typical 1.26x · volume 0.84x, typical 1.21x Quiet

  • International Imports Tue, 8th Jun 2021 (Timezone: America/New York)

    Release Data: $274.2B (Previous: $274.6B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.33x, typical 1.26x · volume 0.84x, typical 1.21x Quiet

  • Balance of Trade Tue, 8th Jun 2021 (Timezone: America/New York)

    Release Data: -$65.1B (Previous: -$65.7B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.33x, typical 1.26x · volume 0.84x, typical 1.21x Quiet

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