Volatility Analysis Data

  • Retail Sales Ex Autos Fri, 15th Nov 2019 (Timezone: America/New York)

    Release Data: 0.3% (Previous: -0.2%) US Bureau of Census

    LTC volatility 0.92x, typical 1.38x · volume 2.12x, typical 1.49x Quiet

  • Retail Sales Fri, 15th Nov 2019 (Timezone: America/New York)

    Release Data: 0.3% (Previous: -0.6%) US Bureau of Census

    LTC volatility 0.92x, typical 1.38x · volume 2.12x, typical 1.49x Quiet

  • Import Prices Fri, 15th Nov 2019 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 0.1%) US Bureau of Labor Statistics

    LTC volatility 0.92x, typical 1.20x · volume 2.12x, typical 1.38x Quiet

  • Initial Claims Thu, 7th Nov 2019 (Timezone: America/New York)

    Release Data: 214K (Previous: 215K) US Department of Labor

    LTC volatility 1.00x, typical 1.41x · volume 1.93x, typical 1.59x Quiet

  • Continued Claims Thu, 7th Nov 2019 (Timezone: America/New York)

    Release Data: 1633K (Previous: 1628K) US Department of Labor

    LTC volatility 1.00x, typical 1.41x · volume 1.93x, typical 1.59x Quiet

  • International Exports Tue, 5th Nov 2019 (Timezone: America/New York)

    Release Data: $211.6B (Previous: $212.6B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.97x, typical 1.26x · volume 0.95x, typical 1.21x Quiet

  • International Imports Tue, 5th Nov 2019 (Timezone: America/New York)

    Release Data: $256B (Previous: $261.3B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.97x, typical 1.26x · volume 0.95x, typical 1.21x Quiet

  • Balance of Trade Tue, 5th Nov 2019 (Timezone: America/New York)

    Release Data: -$44.4B (Previous: -$48.7B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.97x, typical 1.26x · volume 0.95x, typical 1.21x Quiet

  • Unemployment Rate Fri, 1st Nov 2019 (Timezone: America/New York)

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

    LTC volatility 0.88x, typical 2.67x · volume 0.64x, typical 3.64x Quiet

  • Non-Farm Private Payrolls Fri, 1st Nov 2019 (Timezone: America/New York)

    Release Data: 78K (Previous: 166K) US Bureau of Labor Statistics

    LTC volatility 0.88x, typical 2.75x · volume 0.64x, typical 3.66x Quiet

  • Non-Farm Payrolls Fri, 1st Nov 2019 (Timezone: America/New York)

    Release Data: 95K (Previous: 194K) US Bureau of Labor Statistics

    LTC volatility 0.88x, typical 2.75x · volume 0.64x, typical 3.66x Quiet

  • Personal Income Thu, 31st Oct 2019 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.5%) US Bureau of Economic Analysis

    LTC volatility 1.09x, typical 1.65x · volume 3.16x, typical 2.08x Quiet

  • Initial Claims Thu, 31st Oct 2019 (Timezone: America/New York)

    Release Data: 215K (Previous: 210K) US Department of Labor

    LTC volatility 1.09x, typical 1.41x · volume 3.16x, typical 1.59x Quiet

  • Core PCE Thu, 31st Oct 2019 (Timezone: America/New York)

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

    LTC volatility 1.09x, typical 1.65x · volume 3.16x, typical 2.08x Quiet

  • Continued Claims Thu, 31st Oct 2019 (Timezone: America/New York)

    Release Data: 1628K (Previous: 1611K) US Department of Labor

    LTC volatility 1.09x, typical 1.41x · volume 3.16x, typical 1.59x Quiet

  • PCE Thu, 31st Oct 2019 (Timezone: America/New York)

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

    LTC volatility 1.09x, typical 1.65x · volume 3.16x, typical 2.08x Quiet

  • Fed Interest Rate Wed, 30th Oct 2019 (Timezone: America/New York)

    Release Data: 1.50-1.75% (Previous: 1.75-2.00%) US Federal Open Market Committee

    LTC volatility 1.36x, typical 3.38x · volume 1.07x, typical 4.77x Quiet

  • GDP Report Wed, 30th Oct 2019 (Timezone: America/New York)

    Release Data: 1.9% (Previous: 2.0%) US Bureau of Economic Analysis

    LTC volatility 0.72x, typical 1.52x · volume 1.07x, typical 1.73x Quiet

  • Initial Claims Thu, 17th Oct 2019 (Timezone: America/New York)

    Release Data: 215K (Previous: 209K) US Department of Labor

    LTC volatility 1.34x, typical 1.41x · volume 1.55x, typical 1.59x Quiet

  • Continued Claims Thu, 17th Oct 2019 (Timezone: America/New York)

    Release Data: 1602K (Previous: 1600K) US Department of Labor

    LTC volatility 1.34x, typical 1.41x · volume 1.55x, typical 1.59x Quiet

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