Volatility Analysis Data

  • PCE Fri, 27th Sep 2019 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.1%) US Bureau of Economic Analysis

    LTC volatility 1.24x, typical 1.65x · volume 0.86x, typical 2.08x Quiet

  • Durable Orders Ex Transportation Fri, 27th Sep 2019 (Timezone: America/New York)

    Release Data: -0.1% (Previous: -1.1%) US Bureau of Census

    LTC volatility 1.24x, typical 1.34x · volume 0.86x, typical 1.46x Quiet

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

    Release Data: 211K (Previous: 205K) US Department of Labor

    LTC volatility 0.64x, typical 1.41x · volume 0.29x, typical 1.59x Quiet

  • GDP Report Thu, 26th Sep 2019 (Timezone: America/New York)

    Release Data: 2.0% (Previous: 2.0%) US Bureau of Economic Analysis

    LTC volatility 0.64x, typical 1.52x · volume 0.29x, typical 1.73x Quiet

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

    Release Data: 1567K (Previous: 1596K) US Department of Labor

    LTC volatility 0.64x, typical 1.41x · volume 0.29x, typical 1.59x Quiet

  • Initial Claims Thu, 19th Sep 2019 (Timezone: America/New York)

    Release Data: 205K (Previous: 207K) US Department of Labor

    LTC volatility 0.93x, typical 1.41x · volume 0.81x, typical 1.59x Quiet

  • Continued Claims Thu, 19th Sep 2019 (Timezone: America/New York)

    Release Data: 1596K (Previous: 1591K) US Department of Labor

    LTC volatility 0.93x, typical 1.41x · volume 0.81x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 18th Sep 2019 (Timezone: America/New York)

    Release Data: 1.75-2.00% (Previous: 2.00-2.25%) US Federal Open Market Committee

    LTC volatility 1.56x, typical 3.38x · volume 2.35x, typical 4.77x Muted

  • Export Prices Fri, 13th Sep 2019 (Timezone: America/New York)

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

    LTC volatility 0.54x, typical 1.20x · volume 0.17x, typical 1.38x Quiet

  • Retail Sales Ex Autos Fri, 13th Sep 2019 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.8%) US Bureau of Census

    LTC volatility 0.54x, typical 1.38x · volume 0.17x, typical 1.49x Quiet

  • Retail Sales Fri, 13th Sep 2019 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.8%) US Bureau of Census

    LTC volatility 0.54x, typical 1.38x · volume 0.17x, typical 1.49x Quiet

  • Import Prices Fri, 13th Sep 2019 (Timezone: America/New York)

    Release Data: -0.6% (Previous: 0.0%) US Bureau of Labor Statistics

    LTC volatility 0.54x, typical 1.20x · volume 0.17x, typical 1.38x Quiet

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

    Release Data: 207K (Previous: 215K) US Department of Labor

    LTC volatility 0.85x, typical 1.41x · volume 0.47x, typical 1.59x Quiet

  • Core Inflation Thu, 12th Sep 2019 (Timezone: America/New York)

    Release Data: 2.4% (Previous: 2.2%) US Bureau of Labor Statistics

    LTC volatility 0.85x, typical 3.28x · volume 0.47x, typical 5.86x Quiet

  • Core CPI Thu, 12th Sep 2019 (Timezone: America/New York)

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

    LTC volatility 0.85x, typical 3.28x · volume 0.47x, typical 5.86x Quiet

  • CPI Thu, 12th Sep 2019 (Timezone: America/New York)

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

    LTC volatility 0.85x, typical 3.28x · volume 0.47x, typical 5.86x Quiet

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

    Release Data: 1591K (Previous: 1604K) US Department of Labor

    LTC volatility 0.85x, typical 1.41x · volume 0.47x, typical 1.59x Quiet

  • Core PPI Wed, 11th Sep 2019 (Timezone: America/New York)

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

    LTC volatility 0.65x, typical 1.83x · volume 0.58x, typical 2.58x Quiet

  • PPI Wed, 11th Sep 2019 (Timezone: America/New York)

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

    LTC volatility 0.65x, typical 1.83x · volume 0.58x, typical 2.58x Quiet

  • JOLTs Job Openings Tue, 10th Sep 2019 (Timezone: America/New York)

    Release Data: 7.042M (Previous: 7.194M) US Bureau of Labor Statistics

    LTC volatility 0.61x, typical 1.90x · volume 0.62x, typical 2.28x Quiet

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