Volatility Analysis Data

  • Unemployment Rate Fri, 6th Apr 2018 (Timezone: America/New York)

    Release Data: 4.0% (Previous: 4.1%) US Bureau of Labor Statistics

    LTC volatility 2.08x, typical 2.67x · volume 1.69x, typical 3.64x Ordinary

  • Non-Farm Private Payrolls Fri, 6th Apr 2018 (Timezone: America/New York)

    Release Data: 218K (Previous: 349K) US Bureau of Labor Statistics

    LTC volatility 2.08x, typical 2.75x · volume 1.69x, typical 3.66x Ordinary

  • Non-Farm Payrolls Fri, 6th Apr 2018 (Timezone: America/New York)

    Release Data: 226K (Previous: 394K) US Bureau of Labor Statistics

    LTC volatility 2.08x, typical 2.75x · volume 1.69x, typical 3.66x Ordinary

  • International Exports Thu, 5th Apr 2018 (Timezone: America/New York)

    Release Data: $210.5B (Previous: $207.4B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.91x, typical 1.26x · volume 0.89x, typical 1.21x Quiet

  • International Imports Thu, 5th Apr 2018 (Timezone: America/New York)

    Release Data: $259.3B (Previous: $254.4B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.91x, typical 1.26x · volume 0.89x, typical 1.21x Quiet

  • Balance of Trade Thu, 5th Apr 2018 (Timezone: America/New York)

    Release Data: -$48.7B (Previous: -$47B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.91x, typical 1.26x · volume 0.89x, typical 1.21x Quiet

  • Continued Claims Thu, 5th Apr 2018 (Timezone: America/New York)

    Release Data: 1917K (Previous: 1959K) US Department of Labor

    LTC volatility 0.91x, typical 1.41x · volume 0.89x, typical 1.59x Quiet

  • Initial Claims Thu, 5th Apr 2018 (Timezone: America/New York)

    Release Data: 232K (Previous: 221K) US Department of Labor

    LTC volatility 0.91x, typical 1.41x · volume 0.89x, typical 1.59x Quiet

  • Personal Income Thu, 29th Mar 2018 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.5%) US Bureau of Economic Analysis

    LTC volatility 0.95x, typical 1.65x · volume 0.81x, typical 2.08x Quiet

  • Continued Claims Thu, 29th Mar 2018 (Timezone: America/New York)

    Release Data: 1959K (Previous: 1948K) US Department of Labor

    LTC volatility 0.95x, typical 1.41x · volume 0.81x, typical 1.59x Quiet

  • Core PCE Thu, 29th Mar 2018 (Timezone: America/New York)

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

    LTC volatility 0.95x, typical 1.65x · volume 0.81x, typical 2.08x Quiet

  • PCE Thu, 29th Mar 2018 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.4%) US Bureau of Economic Analysis

    LTC volatility 0.95x, typical 1.65x · volume 0.81x, typical 2.08x Quiet

  • Initial Claims Thu, 29th Mar 2018 (Timezone: America/New York)

    Release Data: 221K (Previous: 225K) US Department of Labor

    LTC volatility 0.95x, typical 1.41x · volume 0.81x, typical 1.59x Quiet

  • GDP Report Wed, 28th Mar 2018 (Timezone: America/New York)

    Release Data: 2.9% (Previous: 2.5%) US Bureau of Economic Analysis

    LTC volatility 0.89x, typical 1.52x · volume 0.76x, typical 1.73x Quiet

  • Durable Orders Fri, 23rd Mar 2018 (Timezone: America/New York)

    Release Data: 3.8% (Previous: -5.6%) US Bureau of Census

    LTC volatility 1.57x, typical 1.34x · volume 0.82x, typical 1.46x Ordinary

  • Durable Orders Ex Transportation Fri, 23rd Mar 2018 (Timezone: America/New York)

    Release Data: 2.0% (Previous: -0.1%) US Bureau of Census

    LTC volatility 1.57x, typical 1.34x · volume 0.82x, typical 1.46x Ordinary

  • Continued Claims Thu, 22nd Mar 2018 (Timezone: America/New York)

    Release Data: 1948K (Previous: 1960K) US Department of Labor

    LTC volatility 0.68x, typical 1.41x · volume 1.05x, typical 1.59x Quiet

  • Initial Claims Thu, 22nd Mar 2018 (Timezone: America/New York)

    Release Data: 225K (Previous: 223K) US Department of Labor

    LTC volatility 0.68x, typical 1.41x · volume 1.05x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 21st Mar 2018 (Timezone: America/New York)

    Release Data: 1.50-1.75% (Previous: 1.25-1.50%) US Federal Open Market Committee

    LTC volatility 2.14x, typical 3.38x · volume 2.63x, typical 4.77x Muted

  • JOLTs Job Openings Fri, 16th Mar 2018 (Timezone: America/New York)

    Release Data: 6.621M (Previous: 6.336M) US Bureau of Labor Statistics

    LTC volatility 2.61x, typical 1.90x · volume 3.22x, typical 2.28x Strong

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