Volatility Analysis Data

  • PCE Fri, 28th Jul 2023 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.1%) US Bureau of Economic Analysis

    LTC volatility 0.50x, typical 1.65x · volume 0.73x, typical 2.08x Quiet

  • Personal Income Fri, 28th Jul 2023 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.5%) US Bureau of Economic Analysis

    LTC volatility 0.50x, typical 1.65x · volume 0.73x, typical 2.08x Quiet

  • Core PCE Fri, 28th Jul 2023 (Timezone: America/New York)

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

    LTC volatility 0.50x, typical 1.65x · volume 0.73x, typical 2.08x Quiet

  • Durable Orders Ex Transportation Thu, 27th Jul 2023 (Timezone: America/New York)

    Release Data: 2.5% (Previous: -1.7%) US Bureau of Census

    LTC volatility 0.66x, typical 1.34x · volume 0.69x, typical 1.46x Quiet

  • Durable Orders Thu, 27th Jul 2023 (Timezone: America/New York)

    Release Data: 4.9% (Previous: -0.2%) US Bureau of Census

    LTC volatility 0.66x, typical 1.34x · volume 0.69x, typical 1.46x Quiet

  • Initial Claims Thu, 27th Jul 2023 (Timezone: America/New York)

    Release Data: 231K (Previous: 228K) US Department of Labor

    LTC volatility 0.66x, typical 1.41x · volume 0.69x, typical 1.59x Quiet

  • GDP Report Thu, 27th Jul 2023 (Timezone: America/New York)

    Release Data: 2.4% (Previous: 2.0%) US Bureau of Economic Analysis

    LTC volatility 0.66x, typical 1.52x · volume 0.69x, typical 1.73x Quiet

  • Continued Claims Thu, 27th Jul 2023 (Timezone: America/New York)

    Release Data: 1781K (Previous: 1772K) US Department of Labor

    LTC volatility 0.66x, typical 1.41x · volume 0.69x, typical 1.59x Quiet

  • Fed Interest Rate Wed, 26th Jul 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.00-5.25%) US Federal Open Market Committee

    LTC volatility 4.02x, typical 3.38x · volume 4.99x, typical 4.77x Ordinary

  • Initial Claims Thu, 20th Jul 2023 (Timezone: America/New York)

    Release Data: 228K (Previous: 229K) US Department of Labor

    LTC volatility 0.98x, typical 1.41x · volume 2.03x, typical 1.59x Quiet

  • Continued Claims Thu, 20th Jul 2023 (Timezone: America/New York)

    Release Data: 1772K (Previous: 1793K) US Department of Labor

    LTC volatility 0.98x, typical 1.41x · volume 2.03x, typical 1.59x Quiet

  • Retail Sales Ex Autos Tue, 18th Jul 2023 (Timezone: America/New York)

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

    LTC volatility 1.93x, typical 1.38x · volume 1.49x, typical 1.49x Strong

  • Retail Sales Tue, 18th Jul 2023 (Timezone: America/New York)

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

    LTC volatility 1.93x, typical 1.38x · volume 1.49x, typical 1.49x Strong

  • Export Prices Fri, 14th Jul 2023 (Timezone: America/New York)

    Release Data: -0.6% (Previous: -2.1%) US Bureau of Labor Statistics

    LTC volatility 0.98x, typical 1.20x · volume 1.18x, typical 1.38x Quiet

  • Import Prices Fri, 14th Jul 2023 (Timezone: America/New York)

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

    LTC volatility 0.98x, typical 1.20x · volume 1.18x, typical 1.38x Quiet

  • Core PPI Thu, 13th Jul 2023 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.1%) US Bureau of Labor Statistics

    LTC volatility 2.09x, typical 1.83x · volume 3.20x, typical 2.58x Ordinary

  • PPI Thu, 13th Jul 2023 (Timezone: America/New York)

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

    LTC volatility 2.09x, typical 1.83x · volume 3.20x, typical 2.58x Ordinary

  • Initial Claims Thu, 13th Jul 2023 (Timezone: America/New York)

    Release Data: 229K (Previous: 248K) US Department of Labor

    LTC volatility 2.09x, typical 1.41x · volume 3.20x, typical 1.59x Strong

  • Continued Claims Thu, 13th Jul 2023 (Timezone: America/New York)

    Release Data: 1793K (Previous: 1778K) US Department of Labor

    LTC volatility 2.09x, typical 1.41x · volume 3.20x, typical 1.59x Strong

  • Core Inflation Wed, 12th Jul 2023 (Timezone: America/New York)

    Release Data: 4.8% (Previous: 5.3%) US Bureau of Labor Statistics

    LTC volatility 4.24x, typical 3.28x · volume 11.31x, typical 5.86x Ordinary

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