Volatility Analysis Data

  • Unemployment Rate Fri, 2nd Feb 2024 (Timezone: America/New York)

    Release Data: 3.7% (Previous: 3.8%) US Bureau of Labor Statistics

    LTC volatility 3.17x, typical 2.67x · volume 3.16x, typical 3.64x Ordinary

  • Non-Farm Private Payrolls Fri, 2nd Feb 2024 (Timezone: America/New York)

    Release Data: 73K (Previous: 213K) US Bureau of Labor Statistics

    LTC volatility 3.17x, typical 2.75x · volume 3.16x, typical 3.66x Ordinary

  • Non-Farm Payrolls Fri, 2nd Feb 2024 (Timezone: America/New York)

    Release Data: 119K (Previous: 269K) US Bureau of Labor Statistics

    LTC volatility 3.17x, typical 2.75x · volume 3.16x, typical 3.66x Ordinary

  • Initial Claims Thu, 1st Feb 2024 (Timezone: America/New York)

    Release Data: 225K (Previous: 223K) US Department of Labor

    LTC volatility 1.08x, typical 1.41x · volume 0.98x, typical 1.59x Quiet

  • Continued Claims Thu, 1st Feb 2024 (Timezone: America/New York)

    Release Data: 1802K (Previous: 1824K) US Department of Labor

    LTC volatility 1.08x, typical 1.41x · volume 0.98x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 31st Jan 2024 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.25-5.50%) US Federal Open Market Committee

    LTC volatility 0.88x, typical 3.38x · volume 0.97x, typical 4.77x Quiet

  • JOLTs Job Openings Tue, 30th Jan 2024 (Timezone: America/New York)

    Release Data: 8.585M (Previous: 8.663M) US Bureau of Labor Statistics

    LTC volatility 1.00x, typical 1.90x · volume 0.88x, typical 2.28x Quiet

  • PCE Fri, 26th Jan 2024 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.0%) US Bureau of Economic Analysis

    LTC volatility 0.88x, typical 1.65x · volume 1.14x, typical 2.08x Quiet

  • Personal Income Fri, 26th Jan 2024 (Timezone: America/New York)

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

    LTC volatility 0.88x, typical 1.65x · volume 1.14x, typical 2.08x Quiet

  • Core PCE Fri, 26th Jan 2024 (Timezone: America/New York)

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

    LTC volatility 0.88x, typical 1.65x · volume 1.14x, typical 2.08x Quiet

  • Durable Orders Ex Transportation Thu, 25th Jan 2024 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.0%) US Bureau of Census

    LTC volatility 1.51x, typical 1.34x · volume 1.92x, typical 1.46x Ordinary

  • Durable Orders Thu, 25th Jan 2024 (Timezone: America/New York)

    Release Data: 1.9% (Previous: 4.4%) US Bureau of Census

    LTC volatility 1.51x, typical 1.34x · volume 1.92x, typical 1.46x Ordinary

  • Initial Claims Thu, 25th Jan 2024 (Timezone: America/New York)

    Release Data: 223K (Previous: 193K) US Department of Labor

    LTC volatility 1.51x, typical 1.41x · volume 1.92x, typical 1.59x Ordinary

  • GDP Report Thu, 25th Jan 2024 (Timezone: America/New York)

    Release Data: 3.3% (Previous: 4.9%) US Bureau of Economic Analysis

    LTC volatility 1.51x, typical 1.52x · volume 1.92x, typical 1.73x Ordinary

  • Continued Claims Thu, 25th Jan 2024 (Timezone: America/New York)

    Release Data: 1824K (Previous: 1752K) US Department of Labor

    LTC volatility 1.51x, typical 1.41x · volume 1.92x, typical 1.59x Ordinary

  • Initial Claims Thu, 18th Jan 2024 (Timezone: America/New York)

    Release Data: 193K (Previous: 199K) US Department of Labor

    LTC volatility 2.03x, typical 1.41x · volume 2.88x, typical 1.59x Strong

  • Continued Claims Thu, 18th Jan 2024 (Timezone: America/New York)

    Release Data: 1752K (Previous: 1723K) US Department of Labor

    LTC volatility 2.03x, typical 1.41x · volume 2.88x, typical 1.59x Strong

  • Export Prices Wed, 17th Jan 2024 (Timezone: America/New York)

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

    LTC volatility 0.96x, typical 1.20x · volume 0.92x, typical 1.38x Quiet

  • Retail Sales Ex Autos Wed, 17th Jan 2024 (Timezone: America/New York)

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

    LTC volatility 0.96x, typical 1.38x · volume 0.92x, typical 1.49x Quiet

  • Retail Sales Wed, 17th Jan 2024 (Timezone: America/New York)

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

    LTC volatility 0.96x, typical 1.38x · volume 0.92x, typical 1.49x Quiet

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