Volatility Analysis Data

  • Non-Farm Private Payrolls Fri, 3rd Apr 2020 (Timezone: America/New York)

    Release Data: -1M (Previous: 185K) US Bureau of Labor Statistics

    LTC volatility 1.98x, typical 2.75x · volume 2.05x, typical 3.66x Ordinary

  • Non-Farm Payrolls Fri, 3rd Apr 2020 (Timezone: America/New York)

    Release Data: -1M (Previous: 261K) US Bureau of Labor Statistics

    LTC volatility 1.98x, typical 2.75x · volume 2.05x, typical 3.66x Ordinary

  • Fed Interest Rate Mon, 23rd Mar 2020 (Timezone: America/New York)

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

    LTC volatility 4.19x, typical 3.38x · volume 5.25x, typical 4.77x Ordinary

  • Fed Interest Rate Sun, 15th Mar 2020 (Timezone: America/New York)

    Release Data: 0.00-0.25% (Previous: 1.00-1.25%) US Federal Open Market Committee

    LTC volatility 3.15x, typical 3.38x · volume 2.00x, typical 4.77x Ordinary

  • Core PPI Thu, 12th Mar 2020 (Timezone: America/New York)

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

    LTC volatility 2.14x, typical 1.83x · volume 4.23x, typical 2.58x Ordinary

  • PPI Thu, 12th Mar 2020 (Timezone: America/New York)

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

    LTC volatility 2.14x, typical 1.83x · volume 4.23x, typical 2.58x Ordinary

  • Fed Interest Rate Tue, 3rd Mar 2020 (Timezone: America/New York)

    Release Data: 1.00-1.25% (Previous: 1.50-1.75%) US Federal Open Market Committee

    LTC volatility 2.85x, typical 3.38x · volume 4.87x, typical 4.77x Ordinary

  • Core Inflation Thu, 13th Feb 2020 (Timezone: America/New York)

    Release Data: 2.3% (Previous: 2.3%) US Bureau of Labor Statistics

    LTC volatility 2.70x, typical 3.28x · volume 4.24x, typical 5.86x Ordinary

  • Core CPI Thu, 13th Feb 2020 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 2.70x, typical 3.28x · volume 4.24x, typical 5.86x Ordinary

  • CPI Thu, 13th Feb 2020 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.3%) US Bureau of Labor Statistics

    LTC volatility 2.70x, typical 3.28x · volume 4.24x, typical 5.86x Ordinary

  • JOLTs Job Openings Tue, 11th Feb 2020 (Timezone: America/New York)

    Release Data: 6.699M (Previous: 6.888M) US Bureau of Labor Statistics

    LTC volatility 1.83x, typical 1.90x · volume 1.52x, typical 2.28x Ordinary

  • Initial Claims Thu, 26th Dec 2019 (Timezone: America/New York)

    Release Data: 230K (Previous: 236K) US Department of Labor

    LTC volatility 1.73x, typical 1.41x · volume 3.64x, typical 1.59x Ordinary

  • Continued Claims Thu, 26th Dec 2019 (Timezone: America/New York)

    Release Data: 1753K (Previous: 1728K) US Department of Labor

    LTC volatility 1.73x, typical 1.41x · volume 3.64x, typical 1.59x Ordinary

  • GDP Report Fri, 20th Dec 2019 (Timezone: America/New York)

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

    LTC volatility 1.65x, typical 1.52x · volume 3.04x, typical 1.73x Ordinary

  • Core PPI Thu, 12th Dec 2019 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.3%) US Bureau of Labor Statistics

    LTC volatility 1.61x, typical 1.83x · volume 0.97x, typical 2.58x Ordinary

  • PPI Thu, 12th Dec 2019 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.4%) US Bureau of Labor Statistics

    LTC volatility 1.61x, typical 1.83x · volume 0.97x, typical 2.58x Ordinary

  • Initial Claims Thu, 12th Dec 2019 (Timezone: America/New York)

    Release Data: 247K (Previous: 231K) US Department of Labor

    LTC volatility 1.61x, typical 1.41x · volume 0.97x, typical 1.59x Ordinary

  • Continued Claims Thu, 12th Dec 2019 (Timezone: America/New York)

    Release Data: 1708K (Previous: 1702K) US Department of Labor

    LTC volatility 1.61x, typical 1.41x · volume 0.97x, typical 1.59x Ordinary

  • Initial Claims Thu, 5th Dec 2019 (Timezone: America/New York)

    Release Data: 231K (Previous: 221K) US Department of Labor

    LTC volatility 1.76x, typical 1.41x · volume 1.74x, typical 1.59x Ordinary

  • Continued Claims Thu, 5th Dec 2019 (Timezone: America/New York)

    Release Data: 1702K (Previous: 1702K) US Department of Labor

    LTC volatility 1.76x, typical 1.41x · volume 1.74x, typical 1.59x Ordinary

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