Volatility Analysis Data

  • PCE Fri, 28th Jun 2019 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.3%) US Bureau of Economic Analysis

    LTC volatility 0.59x, typical 1.65x · volume 0.67x, typical 2.08x Quiet

  • Initial Claims Thu, 27th Jun 2019 (Timezone: America/New York)

    Release Data: 234K (Previous: 217K) US Department of Labor

    LTC volatility 1.04x, typical 1.41x · volume 0.84x, typical 1.59x Quiet

  • GDP Report Thu, 27th Jun 2019 (Timezone: America/New York)

    Release Data: 3.1% (Previous: 3.1%) US Bureau of Economic Analysis

    LTC volatility 1.04x, typical 1.52x · volume 0.84x, typical 1.73x Quiet

  • Continued Claims Thu, 27th Jun 2019 (Timezone: America/New York)

    Release Data: 1634K (Previous: 1608K) US Department of Labor

    LTC volatility 1.04x, typical 1.41x · volume 0.84x, typical 1.59x Quiet

  • Durable Orders Wed, 26th Jun 2019 (Timezone: America/New York)

    Release Data: -3.5% (Previous: -3.2%) US Bureau of Census

    LTC volatility 0.84x, typical 1.34x · volume 1.22x, typical 1.46x Quiet

  • Durable Orders Ex Transportation Wed, 26th Jun 2019 (Timezone: America/New York)

    Release Data: -0.4% (Previous: 0.5%) US Bureau of Census

    LTC volatility 0.84x, typical 1.34x · volume 1.22x, typical 1.46x Quiet

  • Initial Claims Thu, 20th Jun 2019 (Timezone: America/New York)

    Release Data: 217K (Previous: 226K) US Department of Labor

    LTC volatility 0.49x, typical 1.41x · volume 0.39x, typical 1.59x Quiet

  • Continued Claims Thu, 20th Jun 2019 (Timezone: America/New York)

    Release Data: 1608K (Previous: 1631K) US Department of Labor

    LTC volatility 0.49x, typical 1.41x · volume 0.39x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 19th Jun 2019 (Timezone: America/New York)

    Release Data: 2.25-2.50% (Previous: 2.25-2.50%) US Federal Open Market Committee

    LTC volatility 0.86x, typical 3.38x · volume 1.19x, typical 4.77x Quiet

  • Retail Sales Ex Autos Fri, 14th Jun 2019 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 0.6%) US Bureau of Census

    LTC volatility 1.43x, typical 1.38x · volume 2.28x, typical 1.49x Quiet

  • Retail Sales Fri, 14th Jun 2019 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 0.0%) US Bureau of Census

    LTC volatility 1.43x, typical 1.38x · volume 2.28x, typical 1.49x Quiet

  • Initial Claims Thu, 13th Jun 2019 (Timezone: America/New York)

    Release Data: 226K (Previous: 223K) US Department of Labor

    LTC volatility 0.99x, typical 1.41x · volume 1.25x, typical 1.59x Quiet

  • Export Prices Thu, 13th Jun 2019 (Timezone: America/New York)

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

    LTC volatility 0.99x, typical 1.20x · volume 1.25x, typical 1.38x Quiet

  • Continued Claims Thu, 13th Jun 2019 (Timezone: America/New York)

    Release Data: 1631K (Previous: 1629K) US Department of Labor

    LTC volatility 0.99x, typical 1.41x · volume 1.25x, typical 1.59x Quiet

  • Import Prices Thu, 13th Jun 2019 (Timezone: America/New York)

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

    LTC volatility 0.99x, typical 1.20x · volume 1.25x, typical 1.38x Quiet

  • Core PPI Tue, 11th Jun 2019 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.4%) US Bureau of Labor Statistics

    LTC volatility 0.83x, typical 1.83x · volume 0.51x, typical 2.58x Quiet

  • PPI Tue, 11th Jun 2019 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.5%) US Bureau of Labor Statistics

    LTC volatility 0.83x, typical 1.83x · volume 0.51x, typical 2.58x Quiet

  • Initial Claims Thu, 6th Jun 2019 (Timezone: America/New York)

    Release Data: 223K (Previous: 222K) US Department of Labor

    LTC volatility 0.76x, typical 1.41x · volume 0.53x, typical 1.59x Quiet

  • International Exports Thu, 6th Jun 2019 (Timezone: America/New York)

    Release Data: $211.2B (Previous: $214.7B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.76x, typical 1.26x · volume 0.53x, typical 1.21x Quiet

  • International Imports Thu, 6th Jun 2019 (Timezone: America/New York)

    Release Data: $261B (Previous: $262.8B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.76x, typical 1.26x · volume 0.53x, typical 1.21x Quiet

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