Volatility Analysis Data

  • Non-Farm Payrolls Fri, 8th May 2020 (Timezone: America/New York)

    Release Data: -20M (Previous: -1M) US Bureau of Labor Statistics

    LTC volatility 1.03x, typical 2.75x · volume 0.97x, typical 3.66x Quiet

  • Initial Claims Thu, 7th May 2020 (Timezone: America/New York)

    Release Data: 2796K (Previous: 3446K) US Department of Labor

    LTC volatility 3.12x, typical 1.41x · volume 3.25x, typical 1.59x Exceptional

  • Continued Claims Thu, 7th May 2020 (Timezone: America/New York)

    Release Data: 20939K (Previous: 17789K) US Department of Labor

    LTC volatility 3.12x, typical 1.41x · volume 3.25x, typical 1.59x Exceptional

  • International Exports Tue, 5th May 2020 (Timezone: America/New York)

    Release Data: $190.1B (Previous: $209.5B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.05x, typical 1.26x · volume 1.34x, typical 1.21x Quiet

  • International Imports Tue, 5th May 2020 (Timezone: America/New York)

    Release Data: $232.4B (Previous: $249.5B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.05x, typical 1.26x · volume 1.34x, typical 1.21x Quiet

  • Balance of Trade Tue, 5th May 2020 (Timezone: America/New York)

    Release Data: -$42.4B (Previous: -$39.9B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 1.05x, typical 1.26x · volume 1.34x, typical 1.21x Quiet

  • Personal Income Thu, 30th Apr 2020 (Timezone: America/New York)

    Release Data: -1.7% (Previous: 0.6%) US Bureau of Economic Analysis

    LTC volatility 0.77x, typical 1.65x · volume 0.55x, typical 2.08x Quiet

  • Initial Claims Thu, 30th Apr 2020 (Timezone: America/New York)

    Release Data: 3446K (Previous: 4201K) US Department of Labor

    LTC volatility 0.77x, typical 1.41x · volume 0.55x, typical 1.59x Quiet

  • Core PCE Thu, 30th Apr 2020 (Timezone: America/New York)

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

    LTC volatility 0.77x, typical 1.65x · volume 0.55x, typical 2.08x Quiet

  • PCE Thu, 30th Apr 2020 (Timezone: America/New York)

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

    LTC volatility 0.77x, typical 1.65x · volume 0.55x, typical 2.08x Quiet

  • Continued Claims Thu, 30th Apr 2020 (Timezone: America/New York)

    Release Data: 17789K (Previous: 16193K) US Department of Labor

    LTC volatility 0.77x, typical 1.41x · volume 0.55x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 29th Apr 2020 (Timezone: America/New York)

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

    LTC volatility 3.33x, typical 3.38x · volume 5.83x, typical 4.77x Ordinary

  • GDP Report Wed, 29th Apr 2020 (Timezone: America/New York)

    Release Data: -4.8% (Previous: 2.1%) US Bureau of Economic Analysis

    LTC volatility 0.89x, typical 1.52x · volume 1.33x, typical 1.73x Quiet

  • Durable Orders Fri, 24th Apr 2020 (Timezone: America/New York)

    Release Data: -14.8% (Previous: 2.9%) US Bureau of Census

    LTC volatility 1.36x, typical 1.34x · volume 1.16x, typical 1.46x Quiet

  • Durable Orders Ex Transportation Fri, 24th Apr 2020 (Timezone: America/New York)

    Release Data: -3.1% (Previous: -0.1%) US Bureau of Census

    LTC volatility 1.36x, typical 1.34x · volume 1.16x, typical 1.46x Quiet

  • Initial Claims Thu, 23rd Apr 2020 (Timezone: America/New York)

    Release Data: 4201K (Previous: 4869K) US Department of Labor

    LTC volatility 1.20x, typical 1.41x · volume 1.16x, typical 1.59x Quiet

  • Continued Claims Thu, 23rd Apr 2020 (Timezone: America/New York)

    Release Data: 16193K (Previous: 12396K) US Department of Labor

    LTC volatility 1.20x, typical 1.41x · volume 1.16x, typical 1.59x Quiet

  • Initial Claims Thu, 16th Apr 2020 (Timezone: America/New York)

    Release Data: 4869K (Previous: 6137K) US Department of Labor

    LTC volatility 0.70x, typical 1.41x · volume 0.72x, typical 1.59x Quiet

  • Continued Claims Thu, 16th Apr 2020 (Timezone: America/New York)

    Release Data: 12396K (Previous: 8004K) US Department of Labor

    LTC volatility 0.70x, typical 1.41x · volume 0.72x, typical 1.59x Quiet

  • Retail Sales Ex Autos Wed, 15th Apr 2020 (Timezone: America/New York)

    Release Data: -4.9% (Previous: -0.1%) US Bureau of Census

    LTC volatility 2.11x, typical 1.38x · volume 1.07x, typical 1.49x Strong

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