Volatility Analysis Data

  • Non-Farm Payrolls Fri, 6th Aug 2021 (Timezone: America/New York)

    Release Data: 931K (Previous: 796K) US Bureau of Labor Statistics

    LINK volatility 2.14x, typical 2.69x · volume 1.36x, typical 4.84x Ordinary

  • Initial Claims Thu, 5th Aug 2021 (Timezone: America/New York)

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

    LINK volatility 2.86x, typical 1.43x · volume 2.17x, typical 1.63x Strong

  • Continued Claims Thu, 5th Aug 2021 (Timezone: America/New York)

    Release Data: 2793K (Previous: 2868K) US Department of Labor

    LINK volatility 2.86x, typical 1.43x · volume 2.17x, typical 1.63x Strong

  • International Exports Thu, 5th Aug 2021 (Timezone: America/New York)

    Release Data: $214B (Previous: $211.6B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 2.86x, typical 1.12x · volume 2.17x, typical 1.24x Exceptional

  • International Imports Thu, 5th Aug 2021 (Timezone: America/New York)

    Release Data: $285.2B (Previous: $277.4B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 2.86x, typical 1.12x · volume 2.17x, typical 1.24x Exceptional

  • Balance of Trade Thu, 5th Aug 2021 (Timezone: America/New York)

    Release Data: -$71.2B (Previous: -$65.8B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 2.86x, typical 1.12x · volume 2.17x, typical 1.24x Exceptional

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

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

    LINK volatility 0.71x, typical 1.62x · volume 0.85x, typical 2.09x Quiet

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

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

    LINK volatility 0.71x, typical 1.62x · volume 0.85x, typical 2.09x Quiet

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

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

    LINK volatility 0.71x, typical 1.62x · volume 0.85x, typical 2.09x Quiet

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

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

    LINK volatility 1.27x, typical 1.43x · volume 1.43x, typical 1.63x Quiet

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

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

    LINK volatility 1.27x, typical 1.43x · volume 1.43x, typical 1.63x Quiet

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

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

    LINK volatility 1.27x, typical 1.68x · volume 1.43x, typical 2.00x 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

    LINK volatility 2.44x, typical 3.51x · volume 2.40x, typical 5.79x Muted

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

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

    LINK volatility 1.98x, typical 1.47x · volume 1.40x, typical 1.52x Strong

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

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

    LINK volatility 1.98x, typical 1.47x · volume 1.40x, typical 1.52x Strong

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

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

    LINK volatility 2.85x, typical 1.43x · volume 2.03x, typical 1.63x Strong

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

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

    LINK volatility 2.85x, typical 1.43x · volume 2.03x, typical 1.63x Strong

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

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

    LINK volatility 1.49x, typical 1.46x · volume 0.80x, typical 1.69x Quiet

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

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

    LINK volatility 1.49x, typical 1.46x · volume 0.80x, typical 1.69x Quiet

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

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

    LINK volatility 1.59x, typical 1.43x · volume 1.72x, typical 1.63x Ordinary

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