Volatility Analysis Data

  • Retail Sales Wed, 16th Sep 2020 (Timezone: America/New York)

    Release Data: 0.8% (Previous: 1.6%) US Bureau of Census

    LTC volatility 1.34x, typical 1.38x · volume 2.91x, typical 1.49x Quiet

  • Core Inflation Fri, 11th Sep 2020 (Timezone: America/New York)

    Release Data: 1.7% (Previous: 1.6%) US Bureau of Labor Statistics

    LTC volatility 1.09x, typical 3.28x · volume 0.44x, typical 5.86x Quiet

  • Core CPI Fri, 11th Sep 2020 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.6%) US Bureau of Labor Statistics

    LTC volatility 1.09x, typical 3.28x · volume 0.44x, typical 5.86x Quiet

  • CPI Fri, 11th Sep 2020 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.5%) US Bureau of Labor Statistics

    LTC volatility 1.09x, typical 3.28x · volume 0.44x, typical 5.86x Quiet

  • JOLTs Job Openings Wed, 9th Sep 2020 (Timezone: America/New York)

    Release Data: 6.53M (Previous: 6.129M) US Bureau of Labor Statistics

    LTC volatility 1.17x, typical 1.90x · volume 1.76x, typical 2.28x Quiet

  • Unemployment Rate Fri, 4th Sep 2020 (Timezone: America/New York)

    Release Data: 8.4% (Previous: 10.2%) US Bureau of Labor Statistics

    LTC volatility 0.56x, typical 2.67x · volume 0.57x, typical 3.64x Quiet

  • Non-Farm Private Payrolls Fri, 4th Sep 2020 (Timezone: America/New York)

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

    LTC volatility 0.56x, typical 2.75x · volume 0.57x, typical 3.66x Quiet

  • Non-Farm Payrolls Fri, 4th Sep 2020 (Timezone: America/New York)

    Release Data: 2M (Previous: 2M) US Bureau of Labor Statistics

    LTC volatility 0.56x, typical 2.75x · volume 0.57x, typical 3.66x Quiet

  • Personal Income Fri, 28th Aug 2020 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 0.2%) US Bureau of Economic Analysis

    LTC volatility 0.59x, typical 1.65x · volume 2.37x, typical 2.08x Quiet

  • Core PCE Fri, 28th Aug 2020 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.2%) US Bureau of Economic Analysis

    LTC volatility 0.59x, typical 1.65x · volume 2.37x, typical 2.08x Quiet

  • PCE Fri, 28th Aug 2020 (Timezone: America/New York)

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

    LTC volatility 0.59x, typical 1.65x · volume 2.37x, typical 2.08x Quiet

  • Continued Claims Thu, 27th Aug 2020 (Timezone: America/New York)

    Release Data: 13217K (Previous: 13910K) US Department of Labor

    LTC volatility 1.07x, typical 1.41x · volume 1.06x, typical 1.59x Quiet

  • GDP Report Thu, 27th Aug 2020 (Timezone: America/New York)

    Release Data: -31.7% (Previous: -32.9%) US Bureau of Economic Analysis

    LTC volatility 1.07x, typical 1.52x · volume 1.06x, typical 1.73x Quiet

  • Initial Claims Thu, 27th Aug 2020 (Timezone: America/New York)

    Release Data: 876K (Previous: 927K) US Department of Labor

    LTC volatility 1.07x, typical 1.41x · volume 1.06x, typical 1.59x Quiet

  • Continued Claims Thu, 20th Aug 2020 (Timezone: America/New York)

    Release Data: 13910K (Previous: 14184K) US Department of Labor

    LTC volatility 1.21x, typical 1.41x · volume 0.85x, typical 1.59x Quiet

  • Initial Claims Thu, 20th Aug 2020 (Timezone: America/New York)

    Release Data: 927K (Previous: 884K) US Department of Labor

    LTC volatility 1.21x, typical 1.41x · volume 0.85x, typical 1.59x Quiet

  • FOMC Minutes Wed, 19th Aug 2020 (Timezone: America/New York)

    Federal Open Market Committee

    LTC volatility 0.94x, typical 1.52x · volume 0.91x, typical 1.43x Quiet

  • Core Inflation Wed, 12th Aug 2020 (Timezone: America/New York)

    Release Data: 1.6% (Previous: 1.2%) US Bureau of Labor Statistics

    LTC volatility 0.81x, typical 3.28x · volume 0.88x, typical 5.86x Quiet

  • Core CPI Wed, 12th Aug 2020 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 0.81x, typical 3.28x · volume 0.88x, typical 5.86x Quiet

  • CPI Wed, 12th Aug 2020 (Timezone: America/New York)

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

    LTC volatility 0.81x, typical 3.28x · volume 0.88x, typical 5.86x Quiet

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