Volatility Analysis Data

  • PCE Fri, 29th Jan 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.1%) US Bureau of Economic Analysis

    LTC volatility 0.61x, typical 1.65x · volume 1.21x, typical 2.08x Quiet

  • Continued Claims Thu, 28th Jan 2021 (Timezone: America/New York)

    Release Data: 4789K (Previous: 4877K) US Department of Labor

    LTC volatility 1.42x, typical 1.41x · volume 1.23x, typical 1.59x Quiet

  • GDP Report Thu, 28th Jan 2021 (Timezone: America/New York)

    Release Data: 4.0% (Previous: 33.4%) US Bureau of Economic Analysis

    LTC volatility 1.42x, typical 1.52x · volume 1.23x, typical 1.73x Quiet

  • Initial Claims Thu, 28th Jan 2021 (Timezone: America/New York)

    Release Data: 799K (Previous: 844K) US Department of Labor

    LTC volatility 1.42x, typical 1.41x · volume 1.23x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 27th Jan 2021 (Timezone: America/New York)

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

    LTC volatility 2.46x, typical 3.38x · volume 1.79x, typical 4.77x Ordinary

  • Durable Orders Wed, 27th Jan 2021 (Timezone: America/New York)

    Release Data: 2.0% (Previous: 0.3%) US Bureau of Census

    LTC volatility 0.81x, typical 1.34x · volume 1.04x, typical 1.46x Quiet

  • Durable Orders Ex Transportation Wed, 27th Jan 2021 (Timezone: America/New York)

    Release Data: 3.2% (Previous: 0.9%) US Bureau of Census

    LTC volatility 0.81x, typical 1.34x · volume 1.04x, typical 1.46x Quiet

  • Continued Claims Thu, 21st Jan 2021 (Timezone: America/New York)

    Release Data: 4877K (Previous: 5069K) US Department of Labor

    LTC volatility 0.59x, typical 1.41x · volume 0.70x, typical 1.59x Quiet

  • Initial Claims Thu, 21st Jan 2021 (Timezone: America/New York)

    Release Data: 844K (Previous: 890K) US Department of Labor

    LTC volatility 0.59x, typical 1.41x · volume 0.70x, typical 1.59x Quiet

  • Core PPI Fri, 15th Jan 2021 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.0%) US Bureau of Labor Statistics

    LTC volatility 1.09x, typical 1.83x · volume 0.97x, typical 2.58x Quiet

  • PPI Fri, 15th Jan 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.1%) US Bureau of Labor Statistics

    LTC volatility 1.09x, typical 1.83x · volume 0.97x, typical 2.58x Quiet

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

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

    LTC volatility 1.09x, typical 1.38x · volume 0.97x, typical 1.49x Quiet

  • Retail Sales Fri, 15th Jan 2021 (Timezone: America/New York)

    Release Data: 0.9% (Previous: -1.0%) US Bureau of Census

    LTC volatility 1.09x, typical 1.38x · volume 0.97x, typical 1.49x Quiet

  • Continued Claims Thu, 14th Jan 2021 (Timezone: America/New York)

    Release Data: 5069K (Previous: 5181K) US Department of Labor

    LTC volatility 1.20x, typical 1.41x · volume 2.46x, typical 1.59x Quiet

  • Export Prices Thu, 14th Jan 2021 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 0.8%) US Bureau of Labor Statistics

    LTC volatility 1.20x, typical 1.20x · volume 2.46x, typical 1.38x Quiet

  • Import Prices Thu, 14th Jan 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.1%) US Bureau of Labor Statistics

    LTC volatility 1.20x, typical 1.20x · volume 2.46x, typical 1.38x Quiet

  • Initial Claims Thu, 14th Jan 2021 (Timezone: America/New York)

    Release Data: 890K (Previous: 803K) US Department of Labor

    LTC volatility 1.20x, typical 1.41x · volume 2.46x, typical 1.59x Quiet

  • Core Inflation Wed, 13th Jan 2021 (Timezone: America/New York)

    Release Data: 1.6% (Previous: 1.6%) US Bureau of Labor Statistics

    LTC volatility 0.56x, typical 3.28x · volume 0.58x, typical 5.86x Quiet

  • Core CPI Wed, 13th Jan 2021 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.3%) US Bureau of Labor Statistics

    LTC volatility 0.56x, typical 3.28x · volume 0.58x, typical 5.86x Quiet

  • CPI Wed, 13th Jan 2021 (Timezone: America/New York)

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

    LTC volatility 0.56x, typical 3.28x · volume 0.58x, typical 5.86x Quiet

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