Volatility Analysis Data

  • Personal Income Fri, 31st Jul 2020 (Timezone: America/New York)

    Release Data: 0.2% (Previous: -4.2%) US Bureau of Economic Analysis

    LTC volatility 0.71x, typical 1.65x · volume 0.67x, typical 2.08x Quiet

  • Core PCE Fri, 31st Jul 2020 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.1%) US Bureau of Economic Analysis

    LTC volatility 0.71x, typical 1.65x · volume 0.67x, typical 2.08x Quiet

  • PCE Fri, 31st Jul 2020 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.1%) US Bureau of Economic Analysis

    LTC volatility 0.71x, typical 1.65x · volume 0.67x, typical 2.08x Quiet

  • Continued Claims Thu, 30th Jul 2020 (Timezone: America/New York)

    Release Data: 15929K (Previous: 16799K) US Department of Labor

    LTC volatility 1.16x, typical 1.41x · volume 0.77x, typical 1.59x Quiet

  • GDP Report Thu, 30th Jul 2020 (Timezone: America/New York)

    Release Data: -32.9% (Previous: -5.0%) US Bureau of Economic Analysis

    LTC volatility 1.16x, typical 1.52x · volume 0.77x, typical 1.73x Quiet

  • Initial Claims Thu, 30th Jul 2020 (Timezone: America/New York)

    Release Data: 1260K (Previous: 1393K) US Department of Labor

    LTC volatility 1.16x, typical 1.41x · volume 0.77x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 29th Jul 2020 (Timezone: America/New York)

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

    LTC volatility 1.38x, typical 3.38x · volume 1.32x, typical 4.77x Quiet

  • Durable Orders Mon, 27th Jul 2020 (Timezone: America/New York)

    Release Data: 10.0% (Previous: 11.7%) US Bureau of Census

    LTC volatility 1.05x, typical 1.34x · volume 1.58x, typical 1.46x Quiet

  • Durable Orders Ex Transportation Mon, 27th Jul 2020 (Timezone: America/New York)

    Release Data: 5.1% (Previous: 3.8%) US Bureau of Census

    LTC volatility 1.05x, typical 1.34x · volume 1.58x, typical 1.46x Quiet

  • Continued Claims Thu, 23rd Jul 2020 (Timezone: America/New York)

    Release Data: 16799K (Previous: 16251K) US Department of Labor

    LTC volatility 0.73x, typical 1.41x · volume 0.82x, typical 1.59x Quiet

  • Initial Claims Thu, 23rd Jul 2020 (Timezone: America/New York)

    Release Data: 1393K (Previous: 1468K) US Department of Labor

    LTC volatility 0.73x, typical 1.41x · volume 0.82x, typical 1.59x Quiet

  • Continued Claims Thu, 16th Jul 2020 (Timezone: America/New York)

    Release Data: 16251K (Previous: 17273K) US Department of Labor

    LTC volatility 1.17x, typical 1.41x · volume 0.70x, typical 1.59x Quiet

  • Retail Sales Ex Autos Thu, 16th Jul 2020 (Timezone: America/New York)

    Release Data: 8.2% (Previous: 13.3%) US Bureau of Census

    LTC volatility 1.17x, typical 1.38x · volume 0.70x, typical 1.49x Quiet

  • Retail Sales Thu, 16th Jul 2020 (Timezone: America/New York)

    Release Data: 8.3% (Previous: 19.3%) US Bureau of Census

    LTC volatility 1.17x, typical 1.38x · volume 0.70x, typical 1.49x Quiet

  • Initial Claims Thu, 16th Jul 2020 (Timezone: America/New York)

    Release Data: 1468K (Previous: 1413K) US Department of Labor

    LTC volatility 1.17x, typical 1.41x · volume 0.70x, typical 1.59x Quiet

  • Export Prices Wed, 15th Jul 2020 (Timezone: America/New York)

    Release Data: 1.8% (Previous: 0.0%) US Bureau of Labor Statistics

    LTC volatility 1.09x, typical 1.20x · volume 0.90x, typical 1.38x Quiet

  • Import Prices Wed, 15th Jul 2020 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 0.7%) US Bureau of Labor Statistics

    LTC volatility 1.09x, typical 1.20x · volume 0.90x, typical 1.38x Quiet

  • Core Inflation Tue, 14th Jul 2020 (Timezone: America/New York)

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

    LTC volatility 1.00x, typical 3.28x · volume 1.29x, typical 5.86x Quiet

  • Core CPI Tue, 14th Jul 2020 (Timezone: America/New York)

    Release Data: 0.2% (Previous: -0.1%) US Bureau of Labor Statistics

    LTC volatility 1.00x, typical 3.28x · volume 1.29x, typical 5.86x Quiet

  • CPI Tue, 14th Jul 2020 (Timezone: America/New York)

    Release Data: 0.5% (Previous: -0.1%) US Bureau of Labor Statistics

    LTC volatility 1.00x, typical 3.28x · volume 1.29x, typical 5.86x Quiet

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