Volatility Analysis Data

  • Durable Orders Thu, 26th Sep 2024 (Timezone: America/New York)

    Release Data: -1.1% (Previous: 4.3%) US Bureau of Census

    LTC volatility 1.31x, typical 1.34x · volume 1.38x, typical 1.46x Quiet

  • GDP Report Thu, 26th Sep 2024 (Timezone: America/New York)

    Release Data: 3.0% (Previous: 3.0%) US Bureau of Economic Analysis

    LTC volatility 1.31x, typical 1.52x · volume 1.38x, typical 1.73x Quiet

  • Initial Claims Thu, 26th Sep 2024 (Timezone: America/New York)

    Release Data: 221K (Previous: 222K) US Department of Labor

    LTC volatility 1.31x, typical 1.41x · volume 1.38x, typical 1.59x Quiet

  • Continued Claims Thu, 26th Sep 2024 (Timezone: America/New York)

    Release Data: 1825K (Previous: 1831K) US Department of Labor

    LTC volatility 1.31x, typical 1.41x · volume 1.38x, typical 1.59x Quiet

  • Initial Claims Thu, 19th Sep 2024 (Timezone: America/New York)

    Release Data: 222K (Previous: 230K) US Department of Labor

    LTC volatility 1.20x, typical 1.41x · volume 0.78x, typical 1.59x Quiet

  • Continued Claims Thu, 19th Sep 2024 (Timezone: America/New York)

    Release Data: 1831K (Previous: 1827K) US Department of Labor

    LTC volatility 1.20x, typical 1.41x · volume 0.78x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 18th Sep 2024 (Timezone: America/New York)

    Release Data: 4.75-5.00% (Previous: 5.25-5.50%) US Federal Open Market Committee

    LTC volatility 4.24x, typical 3.38x · volume 6.79x, typical 4.77x Ordinary

  • Retail Sales Ex Autos Tue, 17th Sep 2024 (Timezone: America/New York)

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

    LTC volatility 0.69x, typical 1.38x · volume 1.64x, typical 1.49x Quiet

  • Retail Sales Tue, 17th Sep 2024 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.9%) US Bureau of Census

    LTC volatility 0.69x, typical 1.38x · volume 1.64x, typical 1.49x Quiet

  • Import Prices Fri, 13th Sep 2024 (Timezone: America/New York)

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

    LTC volatility 1.11x, typical 1.20x · volume 1.41x, typical 1.38x Quiet

  • Export Prices Fri, 13th Sep 2024 (Timezone: America/New York)

    Release Data: -0.7% (Previous: 0.5%) US Bureau of Labor Statistics

    LTC volatility 1.11x, typical 1.20x · volume 1.41x, typical 1.38x Quiet

  • Core PPI Thu, 12th Sep 2024 (Timezone: America/New York)

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

    LTC volatility 1.66x, typical 1.83x · volume 8.92x, typical 2.58x Ordinary

  • PPI Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.0%) US Bureau of Labor Statistics

    LTC volatility 1.66x, typical 1.83x · volume 8.92x, typical 2.58x Ordinary

  • Initial Claims Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 230K (Previous: 228K) US Department of Labor

    LTC volatility 1.66x, typical 1.41x · volume 8.92x, typical 1.59x Ordinary

  • Continued Claims Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 1827K (Previous: 1845K) US Department of Labor

    LTC volatility 1.66x, typical 1.41x · volume 8.92x, typical 1.59x Ordinary

  • Core Inflation Wed, 11th Sep 2024 (Timezone: America/New York)

    Release Data: 3.2% (Previous: 3.2%) US Bureau of Labor Statistics

    LTC volatility 1.99x, typical 3.28x · volume 3.54x, typical 5.86x Muted

  • Core CPI Wed, 11th Sep 2024 (Timezone: America/New York)

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

    LTC volatility 1.99x, typical 3.28x · volume 3.54x, typical 5.86x Muted

  • CPI Wed, 11th Sep 2024 (Timezone: America/New York)

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

    LTC volatility 1.99x, typical 3.28x · volume 3.54x, typical 5.86x Muted

  • Unemployment Rate Fri, 6th Sep 2024 (Timezone: America/New York)

    Release Data: 4.2% (Previous: 4.2%) US Bureau of Labor Statistics

    LTC volatility 2.49x, typical 2.67x · volume 5.08x, typical 3.64x Ordinary

  • Non-Farm Private Payrolls Fri, 6th Sep 2024 (Timezone: America/New York)

    Release Data: 33K (Previous: 40K) US Bureau of Labor Statistics

    LTC volatility 2.49x, typical 2.75x · volume 5.08x, typical 3.66x Ordinary

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