Volatility Analysis Data

  • Personal Income Fri, 30th Jul 2021 (Timezone: America/New York)

    Release Data: 0.2% (Previous: -1.9%) US Bureau of Economic Analysis

    LTC volatility 0.60x, typical 1.65x · volume 0.75x, typical 2.08x Quiet

  • Core PCE Fri, 30th Jul 2021 (Timezone: America/New York)

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

    LTC volatility 0.60x, typical 1.65x · volume 0.75x, typical 2.08x Quiet

  • PCE Fri, 30th Jul 2021 (Timezone: America/New York)

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

    LTC volatility 0.60x, typical 1.65x · volume 0.75x, typical 2.08x Quiet

  • Initial Claims Thu, 29th Jul 2021 (Timezone: America/New York)

    Release Data: 380K (Previous: 387K) US Department of Labor

    LTC volatility 1.12x, typical 1.41x · volume 1.07x, typical 1.59x Quiet

  • Continued Claims Thu, 29th Jul 2021 (Timezone: America/New York)

    Release Data: 2868K (Previous: 3142K) US Department of Labor

    LTC volatility 1.12x, typical 1.41x · volume 1.07x, typical 1.59x Quiet

  • GDP Report Thu, 29th Jul 2021 (Timezone: America/New York)

    Release Data: 6.5% (Previous: 6.4%) US Bureau of Economic Analysis

    LTC volatility 1.12x, typical 1.52x · volume 1.07x, typical 1.73x Quiet

  • Fed Interest Rate Wed, 28th Jul 2021 (Timezone: America/New York)

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

    LTC volatility 2.12x, typical 3.38x · volume 1.79x, typical 4.77x Muted

  • Durable Orders Tue, 27th Jul 2021 (Timezone: America/New York)

    Release Data: 2.1% (Previous: 0.2%) US Bureau of Census

    LTC volatility 1.73x, typical 1.34x · volume 2.02x, typical 1.46x Ordinary

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

    Release Data: 1.2% (Previous: 0.0%) US Bureau of Census

    LTC volatility 1.73x, typical 1.34x · volume 2.02x, typical 1.46x Ordinary

  • Initial Claims Thu, 22nd Jul 2021 (Timezone: America/New York)

    Release Data: 387K (Previous: 332K) US Department of Labor

    LTC volatility 3.29x, typical 1.41x · volume 3.76x, typical 1.59x Exceptional

  • Continued Claims Thu, 22nd Jul 2021 (Timezone: America/New York)

    Release Data: 3142K (Previous: 3069K) US Department of Labor

    LTC volatility 3.29x, typical 1.41x · volume 3.76x, typical 1.59x Exceptional

  • Retail Sales Ex Autos Fri, 16th Jul 2021 (Timezone: America/New York)

    Release Data: 2.0% (Previous: -0.2%) US Bureau of Census

    LTC volatility 1.27x, typical 1.38x · volume 1.68x, typical 1.49x Quiet

  • Retail Sales Fri, 16th Jul 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: -0.6%) US Bureau of Census

    LTC volatility 1.27x, typical 1.38x · volume 1.68x, typical 1.49x Quiet

  • Initial Claims Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 332K (Previous: 371K) US Department of Labor

    LTC volatility 1.41x, typical 1.41x · volume 2.24x, typical 1.59x Quiet

  • Continued Claims Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 3069K (Previous: 3182K) US Department of Labor

    LTC volatility 1.41x, typical 1.41x · volume 2.24x, typical 1.59x Quiet

  • Export Prices Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 1.2% (Previous: 2.3%) US Bureau of Labor Statistics

    LTC volatility 1.41x, typical 1.20x · volume 2.24x, typical 1.38x Quiet

  • Import Prices Thu, 15th Jul 2021 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 1.3%) US Bureau of Labor Statistics

    LTC volatility 1.41x, typical 1.20x · volume 2.24x, typical 1.38x Quiet

  • Core PPI Wed, 14th Jul 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.8%) US Bureau of Labor Statistics

    LTC volatility 0.62x, typical 1.83x · volume 0.56x, typical 2.58x Quiet

  • PPI Wed, 14th Jul 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 1.0%) US Bureau of Labor Statistics

    LTC volatility 0.62x, typical 1.83x · volume 0.56x, typical 2.58x Quiet

  • Core Inflation Tue, 13th Jul 2021 (Timezone: America/New York)

    Release Data: 4.5% (Previous: 3.8%) US Bureau of Labor Statistics

    LTC volatility 3.29x, typical 3.28x · volume 5.60x, typical 5.86x Ordinary

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