Volatility Analysis Data

  • GDP Report Thu, 26th Mar 2020 (Timezone: America/New York)

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

    LTC volatility 1.11x, typical 1.52x · volume 1.28x, typical 1.73x Quiet

  • Continued Claims Thu, 26th Mar 2020 (Timezone: America/New York)

    Release Data: 1844K (Previous: 1753K) US Department of Labor

    LTC volatility 1.11x, typical 1.41x · volume 1.28x, typical 1.59x Quiet

  • Durable Orders Wed, 25th Mar 2020 (Timezone: America/New York)

    Release Data: 2.9% (Previous: 5.1%) US Bureau of Census

    LTC volatility 0.62x, typical 1.34x · volume 1.15x, typical 1.46x Quiet

  • Durable Orders Ex Transportation Wed, 25th Mar 2020 (Timezone: America/New York)

    Release Data: -0.1% (Previous: -0.8%) US Bureau of Census

    LTC volatility 0.62x, typical 1.34x · volume 1.15x, typical 1.46x Quiet

  • Initial Claims Thu, 19th Mar 2020 (Timezone: America/New York)

    Release Data: 273K (Previous: 208K) US Department of Labor

    LTC volatility 1.41x, typical 1.41x · volume 3.09x, typical 1.59x Quiet

  • Continued Claims Thu, 19th Mar 2020 (Timezone: America/New York)

    Release Data: 1753K (Previous: 1771K) US Department of Labor

    LTC volatility 1.41x, typical 1.41x · volume 3.09x, typical 1.59x Quiet

  • Retail Sales Ex Autos Tue, 17th Mar 2020 (Timezone: America/New York)

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

    LTC volatility 0.56x, typical 1.38x · volume 0.43x, typical 1.49x Quiet

  • Retail Sales Tue, 17th Mar 2020 (Timezone: America/New York)

    Release Data: 0.0% (Previous: -0.1%) US Bureau of Census

    LTC volatility 0.56x, typical 1.38x · volume 0.43x, typical 1.49x Quiet

  • Export Prices Fri, 13th Mar 2020 (Timezone: America/New York)

    Release Data: -1.2% (Previous: 0.6%) US Bureau of Labor Statistics

    LTC volatility 1.30x, typical 1.20x · volume 1.20x, typical 1.38x Quiet

  • Import Prices Fri, 13th Mar 2020 (Timezone: America/New York)

    Release Data: -0.7% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 1.30x, typical 1.20x · volume 1.20x, typical 1.38x Quiet

  • Core Inflation Wed, 11th Mar 2020 (Timezone: America/New York)

    Release Data: 2.4% (Previous: 2.3%) US Bureau of Labor Statistics

    LTC volatility 0.98x, typical 3.28x · volume 0.78x, typical 5.86x Quiet

  • Core CPI Wed, 11th Mar 2020 (Timezone: America/New York)

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

    LTC volatility 0.98x, typical 3.28x · volume 0.78x, typical 5.86x Quiet

  • CPI Wed, 11th Mar 2020 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 0.98x, typical 3.28x · volume 0.78x, typical 5.86x Quiet

  • Unemployment Rate Fri, 6th Mar 2020 (Timezone: America/New York)

    Release Data: 3.5% (Previous: 3.6%) US Bureau of Labor Statistics

    LTC volatility 0.88x, typical 2.67x · volume 0.70x, typical 3.64x Quiet

  • International Exports Fri, 6th Mar 2020 (Timezone: America/New York)

    Release Data: $208.9B (Previous: $213.4B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.88x, typical 1.26x · volume 0.70x, typical 1.21x Quiet

  • Non-Farm Private Payrolls Fri, 6th Mar 2020 (Timezone: America/New York)

    Release Data: 185K (Previous: 181K) US Bureau of Labor Statistics

    LTC volatility 0.88x, typical 2.75x · volume 0.70x, typical 3.66x Quiet

  • International Imports Fri, 6th Mar 2020 (Timezone: America/New York)

    Release Data: $252.4B (Previous: $257B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.88x, typical 1.26x · volume 0.70x, typical 1.21x Quiet

  • Non-Farm Payrolls Fri, 6th Mar 2020 (Timezone: America/New York)

    Release Data: 261K (Previous: 236K) US Bureau of Labor Statistics

    LTC volatility 0.88x, typical 2.75x · volume 0.70x, typical 3.66x Quiet

  • Balance of Trade Fri, 6th Mar 2020 (Timezone: America/New York)

    Release Data: -$43.6B (Previous: -$43.6B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.88x, typical 1.26x · volume 0.70x, typical 1.21x Quiet

  • Initial Claims Thu, 5th Mar 2020 (Timezone: America/New York)

    Release Data: 215K (Previous: 218K) US Department of Labor

    LTC volatility 0.94x, typical 1.41x · volume 0.99x, typical 1.59x Quiet

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