Economic Data Volume

How does the average total RTH daily volume on economic-event days (CPI, FOMC, NFP, GDP) compare to non-event days?

Timeframe

Data range

2008-12-11 → 2026-05-05

Total sessions

4,332

Period

All history

Summarised magnitudescontinuation · NQ Daily

CPI release day · Average RTH volume

328,863contracts

N = 204vs 308,256 contracts baseline

FOMC decision day · Average RTH volume

350,403contracts

N = 140vs 327,253 contracts baseline

NFP release day · Average RTH volume

340,157contracts

N = 198vs 332,898 contracts baseline

GDP release day · Average RTH volume

338,081contracts

N = 206vs 335,293 contracts baseline

Any event day · Average RTH volume

339,862contracts

N = 726vs 318,026 contracts baseline

Non-event day · Average RTH volume

316,719contracts

N = 3,606vs 319,317 contracts baseline