Volatility Analysis Data

  • Durable Orders Mon, 23rd Dec 2019 (Timezone: America/New York)

    Release Data: -3.3% (Previous: -0.3%) US Bureau of Census

    LTC volatility 1.11x, typical 1.34x · volume 0.59x, typical 1.46x Quiet

  • Durable Orders Ex Transportation Mon, 23rd Dec 2019 (Timezone: America/New York)

    Release Data: -0.3% (Previous: -0.5%) US Bureau of Census

    LTC volatility 1.11x, typical 1.34x · volume 0.59x, typical 1.46x Quiet

  • JOLTs Job Openings Tue, 17th Dec 2019 (Timezone: America/New York)

    Release Data: 7.289M (Previous: 7.124M) US Bureau of Labor Statistics

    LTC volatility 1.48x, typical 1.90x · volume 2.42x, typical 2.28x Quiet

  • Export Prices Fri, 13th Dec 2019 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.0%) US Bureau of Labor Statistics

    LTC volatility 0.61x, typical 1.20x · volume 0.98x, typical 1.38x Quiet

  • Retail Sales Ex Autos Fri, 13th Dec 2019 (Timezone: America/New York)

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

    LTC volatility 0.61x, typical 1.38x · volume 0.98x, typical 1.49x Quiet

  • Retail Sales Fri, 13th Dec 2019 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.3%) US Bureau of Census

    LTC volatility 0.61x, typical 1.38x · volume 0.98x, typical 1.49x Quiet

  • Import Prices Fri, 13th Dec 2019 (Timezone: America/New York)

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

    LTC volatility 0.61x, typical 1.20x · volume 0.98x, typical 1.38x Quiet

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

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

    LTC volatility 0.82x, typical 3.38x · volume 0.63x, typical 4.77x Quiet

  • Core Inflation Wed, 11th Dec 2019 (Timezone: America/New York)

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

    LTC volatility 1.36x, typical 3.28x · volume 1.30x, typical 5.86x Quiet

  • Core CPI Wed, 11th Dec 2019 (Timezone: America/New York)

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

    LTC volatility 1.36x, typical 3.28x · volume 1.30x, typical 5.86x Quiet

  • CPI Wed, 11th Dec 2019 (Timezone: America/New York)

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

    LTC volatility 1.36x, typical 3.28x · volume 1.30x, typical 5.86x Quiet

  • Unemployment Rate Fri, 6th Dec 2019 (Timezone: America/New York)

    Release Data: 3.6% (Previous: 3.6%) US Bureau of Labor Statistics

    LTC volatility 1.43x, typical 2.67x · volume 1.12x, typical 3.64x Quiet

  • Non-Farm Private Payrolls Fri, 6th Dec 2019 (Timezone: America/New York)

    Release Data: 169K (Previous: 78K) US Bureau of Labor Statistics

    LTC volatility 1.43x, typical 2.75x · volume 1.12x, typical 3.66x Quiet

  • Non-Farm Payrolls Fri, 6th Dec 2019 (Timezone: America/New York)

    Release Data: 208K (Previous: 95K) US Bureau of Labor Statistics

    LTC volatility 1.43x, typical 2.75x · volume 1.12x, typical 3.66x Quiet

  • Personal Income Wed, 27th Nov 2019 (Timezone: America/New York)

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

    LTC volatility 0.53x, typical 1.65x · volume 0.41x, typical 2.08x Quiet

  • Core PCE Wed, 27th Nov 2019 (Timezone: America/New York)

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

    LTC volatility 0.53x, typical 1.65x · volume 0.41x, typical 2.08x Quiet

  • PCE Wed, 27th Nov 2019 (Timezone: America/New York)

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

    LTC volatility 0.53x, typical 1.65x · volume 0.41x, typical 2.08x Quiet

  • Durable Orders Wed, 27th Nov 2019 (Timezone: America/New York)

    Release Data: -0.3% (Previous: -1.5%) US Bureau of Census

    LTC volatility 1.02x, typical 1.34x · volume 1.77x, typical 1.46x Quiet

  • Initial Claims Wed, 27th Nov 2019 (Timezone: America/New York)

    Release Data: 221K (Previous: 229K) US Department of Labor

    LTC volatility 1.02x, typical 1.41x · volume 1.77x, typical 1.59x Quiet

  • GDP Report Wed, 27th Nov 2019 (Timezone: America/New York)

    Release Data: 2.1% (Previous: 1.9%) US Bureau of Economic Analysis

    LTC volatility 1.02x, typical 1.52x · volume 1.77x, typical 1.73x Quiet

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