Volatility Analysis Data

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

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

    LTC volatility 3.39x, typical 2.75x · volume 3.94x, typical 3.66x 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

    LTC volatility 3.39x, typical 1.26x · volume 3.94x, typical 1.21x Exceptional

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

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

    LTC volatility 3.39x, typical 1.41x · volume 3.94x, typical 1.59x Exceptional

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

    Federal Open Market Committee

    LTC volatility 0.80x, typical 1.52x · volume 0.50x, 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

    LTC volatility 3.99x, typical 1.65x · volume 5.97x, typical 2.08x Exceptional

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

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

    LTC volatility 3.99x, typical 1.65x · volume 5.97x, typical 2.08x Exceptional

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

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

    LTC volatility 3.99x, typical 1.65x · volume 5.97x, typical 2.08x Exceptional

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

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

    LTC volatility 1.81x, typical 1.34x · volume 2.33x, typical 1.46x Strong

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

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

    LTC volatility 1.81x, typical 1.52x · volume 2.33x, typical 1.73x Ordinary

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

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

    LTC volatility 1.81x, typical 1.41x · volume 2.33x, typical 1.59x Ordinary

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

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

    LTC volatility 1.81x, typical 1.34x · volume 2.33x, typical 1.46x Strong

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

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

    LTC volatility 1.81x, typical 1.41x · volume 2.33x, typical 1.59x Ordinary

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

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

    LTC volatility 1.18x, typical 1.41x · volume 0.90x, typical 1.59x Quiet

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

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

    LTC volatility 1.18x, typical 1.41x · volume 0.90x, typical 1.59x Quiet

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

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

    LTC volatility 2.09x, typical 1.38x · volume 1.50x, typical 1.49x Strong

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

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

    LTC volatility 2.09x, typical 1.38x · volume 1.50x, typical 1.49x Strong

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

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

    LTC volatility 1.32x, typical 1.20x · volume 1.24x, typical 1.38x Quiet

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

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

    LTC volatility 1.32x, typical 1.20x · volume 1.24x, typical 1.38x Quiet

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

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

    LTC volatility 0.67x, typical 1.83x · volume 1.18x, typical 2.58x Quiet

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

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

    LTC volatility 0.67x, typical 1.83x · volume 1.18x, typical 2.58x Quiet

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