Volatility Analysis Data

  • Durable Orders Ex Transportation Tue, 27th Oct 2020 (Timezone: America/New York)

    Release Data: 3.1% (Previous: 1.0%) US Bureau of Census

    LTC volatility 1.58x, typical 1.34x · volume 1.79x, typical 1.46x Ordinary

  • JOLTs Job Openings Tue, 6th Oct 2020 (Timezone: America/New York)

    Release Data: 6.429M (Previous: 6.53M) US Bureau of Labor Statistics

    LTC volatility 1.72x, typical 1.90x · volume 1.45x, typical 2.28x Ordinary

  • Fed Interest Rate Wed, 16th Sep 2020 (Timezone: America/New York)

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

    LTC volatility 2.50x, typical 3.38x · volume 1.63x, typical 4.77x Ordinary

  • Core PPI Tue, 11th Aug 2020 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 1.79x, typical 1.83x · volume 2.04x, typical 2.58x Ordinary

  • PPI Tue, 11th Aug 2020 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.3%) US Bureau of Labor Statistics

    LTC volatility 1.79x, typical 1.83x · volume 2.04x, typical 2.58x Ordinary

  • Unemployment Rate Thu, 2nd Jul 2020 (Timezone: America/New York)

    Release Data: 11.0% (Previous: 13.2%) US Bureau of Labor Statistics

    LTC volatility 3.39x, typical 2.67x · volume 3.94x, typical 3.64x Ordinary

  • Non-Farm Private 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

  • 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

  • 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

  • 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

  • Core PPI Wed, 13th May 2020 (Timezone: America/New York)

    Release Data: -0.3% (Previous: 0.1%) US Bureau of Labor Statistics

    LTC volatility 1.95x, typical 1.83x · volume 2.25x, typical 2.58x Ordinary

  • PPI Wed, 13th May 2020 (Timezone: America/New York)

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

    LTC volatility 1.95x, typical 1.83x · volume 2.25x, typical 2.58x Ordinary

  • 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

  • Core PPI Thu, 9th Apr 2020 (Timezone: America/New York)

    Release Data: 0.1% (Previous: -0.3%) US Bureau of Labor Statistics

    LTC volatility 1.62x, typical 1.83x · volume 1.47x, typical 2.58x Ordinary

  • PPI Thu, 9th Apr 2020 (Timezone: America/New York)

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

    LTC volatility 1.62x, typical 1.83x · volume 1.47x, typical 2.58x Ordinary

  • Initial Claims Thu, 9th Apr 2020 (Timezone: America/New York)

    Release Data: 6137K (Previous: 5946K) US Department of Labor

    LTC volatility 1.62x, typical 1.41x · volume 1.47x, typical 1.59x Ordinary

  • Continued Claims Thu, 9th Apr 2020 (Timezone: America/New York)

    Release Data: 8004K (Previous: 3238K) US Department of Labor

    LTC volatility 1.62x, typical 1.41x · volume 1.47x, typical 1.59x Ordinary

  • JOLTs Job Openings Tue, 7th Apr 2020 (Timezone: America/New York)

    Release Data: 6.966M (Previous: 7.124M) US Bureau of Labor Statistics

    LTC volatility 2.09x, typical 1.90x · volume 2.15x, typical 2.28x Ordinary

  • Unemployment Rate Fri, 3rd Apr 2020 (Timezone: America/New York)

    Release Data: 4.4% (Previous: 3.5%) US Bureau of Labor Statistics

    LTC volatility 1.98x, typical 2.67x · volume 2.05x, typical 3.64x Ordinary

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