Volatility Analysis Data

  • GDP Report Fri, 26th Jan 2018 (Timezone: America/New York)

    Release Data: 2.6% (Previous: 3.2%) US Bureau of Economic Analysis

    LTC volatility 1.25x, typical 1.52x · volume 1.07x, typical 1.73x Quiet

  • Durable Orders Ex Transportation Fri, 26th Jan 2018 (Timezone: America/New York)

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

    LTC volatility 1.25x, typical 1.34x · volume 1.07x, typical 1.46x Quiet

  • Durable Orders Fri, 26th Jan 2018 (Timezone: America/New York)

    Release Data: 5.0% (Previous: 0.8%) US Bureau of Census

    LTC volatility 1.25x, typical 1.34x · volume 1.07x, typical 1.46x Quiet

  • Continued Claims Thu, 25th Jan 2018 (Timezone: America/New York)

    Release Data: 1972K (Previous: 1971K) US Department of Labor

    LTC volatility 0.92x, typical 1.41x · volume 0.53x, typical 1.59x Quiet

  • Initial Claims Thu, 25th Jan 2018 (Timezone: America/New York)

    Release Data: 231K (Previous: 230K) US Department of Labor

    LTC volatility 0.92x, typical 1.41x · volume 0.53x, typical 1.59x Quiet

  • Continued Claims Thu, 18th Jan 2018 (Timezone: America/New York)

    Release Data: 1971K (Previous: 1933K) US Department of Labor

    LTC volatility 0.75x, typical 1.41x · volume 0.80x, typical 1.59x Quiet

  • Initial Claims Thu, 18th Jan 2018 (Timezone: America/New York)

    Release Data: 230K (Previous: 252K) US Department of Labor

    LTC volatility 0.75x, typical 1.41x · volume 0.80x, typical 1.59x Quiet

  • Core Inflation Fri, 12th Jan 2018 (Timezone: America/New York)

    Release Data: 1.8% (Previous: 1.7%) US Bureau of Labor Statistics

    LTC volatility 0.87x, typical 3.28x · volume 1.75x, typical 5.86x Quiet

  • Core CPI Fri, 12th Jan 2018 (Timezone: America/New York)

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

    LTC volatility 0.87x, typical 3.28x · volume 1.75x, typical 5.86x Quiet

  • Retail Sales Ex Autos Fri, 12th Jan 2018 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 1.5%) US Bureau of Census

    LTC volatility 0.87x, typical 1.38x · volume 1.75x, typical 1.49x Quiet

  • CPI Fri, 12th Jan 2018 (Timezone: America/New York)

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

    LTC volatility 0.87x, typical 3.28x · volume 1.75x, typical 5.86x Quiet

  • Retail Sales Fri, 12th Jan 2018 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 1.0%) US Bureau of Census

    LTC volatility 0.87x, typical 1.38x · volume 1.75x, typical 1.49x Quiet

  • PPI Thu, 11th Jan 2018 (Timezone: America/New York)

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

    LTC volatility 0.76x, typical 1.83x · volume 0.98x, typical 2.58x Quiet

  • Continued Claims Thu, 11th Jan 2018 (Timezone: America/New York)

    Release Data: 1933K (Previous: 1979K) US Department of Labor

    LTC volatility 0.76x, typical 1.41x · volume 0.98x, typical 1.59x Quiet

  • Initial Claims Thu, 11th Jan 2018 (Timezone: America/New York)

    Release Data: 252K (Previous: 248K) US Department of Labor

    LTC volatility 0.76x, typical 1.41x · volume 0.98x, typical 1.59x Quiet

  • Core PPI Thu, 11th Jan 2018 (Timezone: America/New York)

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

    LTC volatility 0.76x, typical 1.83x · volume 0.98x, typical 2.58x Quiet

  • Unemployment Rate Fri, 5th Jan 2018 (Timezone: America/New York)

    Release Data: 4.1% (Previous: 4.2%) US Bureau of Labor Statistics

    LTC volatility 0.56x, typical 2.67x · volume 1.08x, typical 3.64x Quiet

  • International Exports Fri, 5th Jan 2018 (Timezone: America/New York)

    Release Data: $206.9B (Previous: $202.9B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.56x, typical 1.26x · volume 1.08x, typical 1.21x Quiet

  • Non-Farm Private Payrolls Fri, 5th Jan 2018 (Timezone: America/New York)

    Release Data: 145K (Previous: 205K) US Bureau of Labor Statistics

    LTC volatility 0.56x, typical 2.75x · volume 1.08x, typical 3.66x Quiet

  • International Imports Fri, 5th Jan 2018 (Timezone: America/New York)

    Release Data: $252.4B (Previous: $245.7B) US Bureau of Census, Bureau of Economic Analysis

    LTC volatility 0.56x, typical 1.26x · volume 1.08x, typical 1.21x Quiet

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