Volatility Analysis Data

  • Non-Farm Private Payrolls Fri, 1st Nov 2019 (Timezone: America/New York)

    Release Data: 78K (Previous: 166K) US Bureau of Labor Statistics

    LTC volatility 0.88x, typical 2.75x · volume 0.64x, typical 3.66x Quiet

  • Non-Farm Payrolls Fri, 1st Nov 2019 (Timezone: America/New York)

    Release Data: 95K (Previous: 194K) US Bureau of Labor Statistics

    LTC volatility 0.88x, typical 2.75x · volume 0.64x, typical 3.66x Quiet

  • Personal Income Thu, 31st Oct 2019 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.5%) US Bureau of Economic Analysis

    LTC volatility 1.09x, typical 1.65x · volume 3.16x, typical 2.08x Quiet

  • Initial Claims Thu, 31st Oct 2019 (Timezone: America/New York)

    Release Data: 215K (Previous: 210K) US Department of Labor

    LTC volatility 1.09x, typical 1.41x · volume 3.16x, typical 1.59x Quiet

  • Core PCE Thu, 31st Oct 2019 (Timezone: America/New York)

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

    LTC volatility 1.09x, typical 1.65x · volume 3.16x, typical 2.08x Quiet

  • Continued Claims Thu, 31st Oct 2019 (Timezone: America/New York)

    Release Data: 1628K (Previous: 1611K) US Department of Labor

    LTC volatility 1.09x, typical 1.41x · volume 3.16x, typical 1.59x Quiet

  • PCE Thu, 31st Oct 2019 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.0%) US Bureau of Economic Analysis

    LTC volatility 1.09x, typical 1.65x · volume 3.16x, typical 2.08x Quiet

  • Fed Interest Rate Wed, 30th Oct 2019 (Timezone: America/New York)

    Release Data: 1.50-1.75% (Previous: 1.75-2.00%) US Federal Open Market Committee

    LTC volatility 1.36x, typical 3.38x · volume 1.07x, typical 4.77x Quiet

  • GDP Report Wed, 30th Oct 2019 (Timezone: America/New York)

    Release Data: 1.9% (Previous: 2.0%) US Bureau of Economic Analysis

    LTC volatility 0.72x, typical 1.52x · volume 1.07x, typical 1.73x Quiet

  • Durable Orders Thu, 24th Oct 2019 (Timezone: America/New York)

    Release Data: -1.5% (Previous: 0.6%) US Bureau of Census

    LTC volatility 1.70x, typical 1.34x · volume 1.42x, typical 1.46x Ordinary

  • Initial Claims Thu, 24th Oct 2019 (Timezone: America/New York)

    Release Data: 210K (Previous: 215K) US Department of Labor

    LTC volatility 1.70x, typical 1.41x · volume 1.42x, typical 1.59x Ordinary

  • Continued Claims Thu, 24th Oct 2019 (Timezone: America/New York)

    Release Data: 1611K (Previous: 1602K) US Department of Labor

    LTC volatility 1.70x, typical 1.41x · volume 1.42x, typical 1.59x Ordinary

  • Durable Orders Ex Transportation Thu, 24th Oct 2019 (Timezone: America/New York)

    Release Data: -0.7% (Previous: -0.1%) US Bureau of Census

    LTC volatility 1.70x, typical 1.34x · volume 1.42x, typical 1.46x Ordinary

  • Initial Claims Thu, 17th Oct 2019 (Timezone: America/New York)

    Release Data: 215K (Previous: 209K) US Department of Labor

    LTC volatility 1.34x, typical 1.41x · volume 1.55x, typical 1.59x Quiet

  • Continued Claims Thu, 17th Oct 2019 (Timezone: America/New York)

    Release Data: 1602K (Previous: 1600K) US Department of Labor

    LTC volatility 1.34x, typical 1.41x · volume 1.55x, typical 1.59x Quiet

  • Retail Sales Ex Autos Wed, 16th Oct 2019 (Timezone: America/New York)

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

    LTC volatility 14.25x, typical 1.38x · volume 40.99x, typical 1.49x Exceptional

  • Retail Sales Wed, 16th Oct 2019 (Timezone: America/New York)

    Release Data: -0.6% (Previous: 0.7%) US Bureau of Census

    LTC volatility 14.25x, typical 1.38x · volume 40.99x, typical 1.49x Exceptional

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

    Release Data: 1.75-2.00% (Previous: 1.75-2.00%) US Federal Open Market Committee

    LTC volatility 0.86x, typical 3.38x · volume 0.98x, typical 4.77x Quiet

  • Export Prices Fri, 11th Oct 2019 (Timezone: America/New York)

    Release Data: -0.3% (Previous: -0.6%) US Bureau of Labor Statistics

    LTC volatility 1.00x, typical 1.20x · volume 3.36x, typical 1.38x Quiet

  • Import Prices Fri, 11th Oct 2019 (Timezone: America/New York)

    Release Data: 0.1% (Previous: -0.6%) US Bureau of Labor Statistics

    LTC volatility 1.00x, typical 1.20x · volume 3.36x, typical 1.38x Quiet

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