Volatility Analysis Data

  • Non-Farm Payrolls Thu, 2nd Jul 2020 (Timezone: America/New York)

    Release Data: 5M (Previous: 3M) US Bureau of Labor Statistics

    LINK volatility 2.03x, typical 2.69x · volume 2.48x, typical 4.84x Ordinary

  • Balance of Trade Thu, 2nd Jul 2020 (Timezone: America/New York)

    Release Data: -$54B (Previous: -$51.9B) US Bureau of Census, Bureau of Economic Analysis

    LINK volatility 2.03x, typical 1.12x · volume 2.48x, typical 1.24x Strong

  • Initial Claims Thu, 2nd Jul 2020 (Timezone: America/New York)

    Release Data: 1446K (Previous: 1467K) US Department of Labor

    LINK volatility 2.03x, typical 1.43x · volume 2.48x, typical 1.63x Strong

  • FOMC Minutes Wed, 1st Jul 2020 (Timezone: America/New York)

    Federal Open Market Committee

    LINK volatility 0.50x, typical 1.57x · volume 0.68x, typical 1.43x Quiet

  • Personal Income Fri, 26th Jun 2020 (Timezone: America/New York)

    Release Data: -4.2% (Previous: 11.7%) US Bureau of Economic Analysis

    LINK volatility 0.99x, typical 1.62x · volume 1.52x, typical 2.09x Quiet

  • Core PCE Fri, 26th Jun 2020 (Timezone: America/New York)

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

    LINK volatility 0.99x, typical 1.62x · volume 1.52x, typical 2.09x Quiet

  • PCE Fri, 26th Jun 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: -0.4%) US Bureau of Economic Analysis

    LINK volatility 0.99x, typical 1.62x · volume 1.52x, typical 2.09x Quiet

  • Durable Orders Thu, 25th Jun 2020 (Timezone: America/New York)

    Release Data: 11.7% (Previous: -19.3%) US Bureau of Census

    LINK volatility 1.68x, typical 1.47x · volume 2.47x, typical 1.52x Ordinary

  • GDP Report Thu, 25th Jun 2020 (Timezone: America/New York)

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

    LINK volatility 1.68x, typical 1.68x · volume 2.47x, typical 2.00x Ordinary

  • Initial Claims Thu, 25th Jun 2020 (Timezone: America/New York)

    Release Data: 1467K (Previous: 1473K) US Department of Labor

    LINK volatility 1.68x, typical 1.43x · volume 2.47x, typical 1.63x Ordinary

  • Durable Orders Ex Transportation Thu, 25th Jun 2020 (Timezone: America/New York)

    Release Data: 3.8% (Previous: -9.6%) US Bureau of Census

    LINK volatility 1.68x, typical 1.47x · volume 2.47x, typical 1.52x Ordinary

  • Continued Claims Thu, 25th Jun 2020 (Timezone: America/New York)

    Release Data: 17501K (Previous: 17860K) US Department of Labor

    LINK volatility 1.68x, typical 1.43x · volume 2.47x, typical 1.63x Ordinary

  • Initial Claims Thu, 18th Jun 2020 (Timezone: America/New York)

    Release Data: 1473K (Previous: 1575K) US Department of Labor

    LINK volatility 0.50x, typical 1.43x · volume 0.53x, typical 1.63x Quiet

  • Continued Claims Thu, 18th Jun 2020 (Timezone: America/New York)

    Release Data: 17860K (Previous: 18743K) US Department of Labor

    LINK volatility 0.50x, typical 1.43x · volume 0.53x, typical 1.63x Quiet

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

    Release Data: 13.3% (Previous: -14.5%) US Bureau of Census

    LINK volatility 1.51x, typical 1.46x · volume 0.67x, typical 1.69x Ordinary

  • Retail Sales Tue, 16th Jun 2020 (Timezone: America/New York)

    Release Data: 19.3% (Previous: -14.4%) US Bureau of Census

    LINK volatility 1.51x, typical 1.46x · volume 0.67x, typical 1.69x Ordinary

  • Export Prices Fri, 12th Jun 2020 (Timezone: America/New York)

    Release Data: 0.0% (Previous: -3.5%) US Bureau of Labor Statistics

    LINK volatility 0.98x, typical 1.21x · volume 0.56x, typical 1.30x Quiet

  • Import Prices Fri, 12th Jun 2020 (Timezone: America/New York)

    Release Data: 0.7% (Previous: -2.6%) US Bureau of Labor Statistics

    LINK volatility 0.98x, typical 1.21x · volume 0.56x, typical 1.30x Quiet

  • Core PPI Thu, 11th Jun 2020 (Timezone: America/New York)

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

    LINK volatility 0.51x, typical 1.71x · volume 0.46x, typical 2.36x Quiet

  • PPI Thu, 11th Jun 2020 (Timezone: America/New York)

    Release Data: 0.5% (Previous: -1.2%) US Bureau of Labor Statistics

    LINK volatility 0.51x, typical 1.71x · volume 0.46x, typical 2.36x Quiet

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