Volatility Analysis Data

  • PCE Fri, 22nd Dec 2023 (Timezone: America/New York)

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

    LTC volatility 1.34x, typical 1.65x · volume 0.68x, typical 2.08x Quiet

  • Durable Orders Ex Transportation Fri, 22nd Dec 2023 (Timezone: America/New York)

    Release Data: 0.0% (Previous: -0.2%) US Bureau of Census

    LTC volatility 1.34x, typical 1.34x · volume 0.68x, typical 1.46x Quiet

  • Durable Orders Fri, 22nd Dec 2023 (Timezone: America/New York)

    Release Data: 4.4% (Previous: -4.1%) US Bureau of Census

    LTC volatility 1.34x, typical 1.34x · volume 0.68x, typical 1.46x Quiet

  • Personal Income Fri, 22nd Dec 2023 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.3%) US Bureau of Economic Analysis

    LTC volatility 1.34x, typical 1.65x · volume 0.68x, typical 2.08x Quiet

  • Core PCE Fri, 22nd Dec 2023 (Timezone: America/New York)

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

    LTC volatility 1.34x, typical 1.65x · volume 0.68x, typical 2.08x Quiet

  • Initial Claims Thu, 21st Dec 2023 (Timezone: America/New York)

    Release Data: 209K (Previous: 204K) US Department of Labor

    LTC volatility 0.88x, typical 1.41x · volume 0.90x, typical 1.59x Quiet

  • GDP Report Thu, 21st Dec 2023 (Timezone: America/New York)

    Release Data: 4.9% (Previous: 5.2%) US Bureau of Economic Analysis

    LTC volatility 0.88x, typical 1.52x · volume 0.90x, typical 1.73x Quiet

  • Continued Claims Thu, 21st Dec 2023 (Timezone: America/New York)

    Release Data: 1801K (Previous: 1801K) US Department of Labor

    LTC volatility 0.88x, typical 1.41x · volume 0.90x, typical 1.59x Quiet

  • Initial Claims Thu, 14th Dec 2023 (Timezone: America/New York)

    Release Data: 204K (Previous: 216K) US Department of Labor

    LTC volatility 7.80x, typical 1.41x · volume 11.74x, typical 1.59x Exceptional

  • Continued Claims Thu, 14th Dec 2023 (Timezone: America/New York)

    Release Data: 1801K (Previous: 1813K) US Department of Labor

    LTC volatility 7.80x, typical 1.41x · volume 11.74x, typical 1.59x Exceptional

  • Export Prices Thu, 14th Dec 2023 (Timezone: America/New York)

    Release Data: -0.7% (Previous: -0.9%) US Bureau of Labor Statistics

    LTC volatility 7.80x, typical 1.20x · volume 11.74x, typical 1.38x Exceptional

  • Retail Sales Ex Autos Thu, 14th Dec 2023 (Timezone: America/New York)

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

    LTC volatility 7.80x, typical 1.38x · volume 11.74x, typical 1.49x Exceptional

  • Retail Sales Thu, 14th Dec 2023 (Timezone: America/New York)

    Release Data: -0.1% (Previous: -0.5%) US Bureau of Census

    LTC volatility 7.80x, typical 1.38x · volume 11.74x, typical 1.49x Exceptional

  • Import Prices Thu, 14th Dec 2023 (Timezone: America/New York)

    Release Data: -0.5% (Previous: -0.6%) US Bureau of Labor Statistics

    LTC volatility 7.80x, typical 1.20x · volume 11.74x, typical 1.38x Exceptional

  • Fed Interest Rate Wed, 13th Dec 2023 (Timezone: America/New York)

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

    LTC volatility 1.74x, typical 3.38x · volume 3.63x, typical 4.77x Muted

  • Core PPI Wed, 13th Dec 2023 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.1%) US Bureau of Labor Statistics

    LTC volatility 0.76x, typical 1.83x · volume 1.19x, typical 2.58x Quiet

  • PPI Wed, 13th Dec 2023 (Timezone: America/New York)

    Release Data: 0.0% (Previous: -0.4%) US Bureau of Labor Statistics

    LTC volatility 0.76x, typical 1.83x · volume 1.19x, typical 2.58x Quiet

  • Core Inflation Tue, 12th Dec 2023 (Timezone: America/New York)

    Release Data: 4.0% (Previous: 4.0%) US Bureau of Labor Statistics

    LTC volatility 1.90x, typical 3.28x · volume 1.37x, typical 5.86x Muted

  • Core CPI Tue, 12th Dec 2023 (Timezone: America/New York)

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

    LTC volatility 1.90x, typical 3.28x · volume 1.37x, typical 5.86x Muted

  • CPI Tue, 12th Dec 2023 (Timezone: America/New York)

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

    LTC volatility 1.90x, typical 3.28x · volume 1.37x, typical 5.86x Muted

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