mercatusdata

3-Month Treasury: yield, RSI, 2s10s curve, 52-week range · daily

On 2026-10-08, the 3-month Treasury yield rose 1.0 bp to 4.23%. On 2026-10-08, the 3-month Treasury yield was 92.4% of the way from its 52-week low to its high. On 2026-10-08, the 3-month Treasury yield's RSI(14) of 66.62 was in the 88th percentile of its history since 1981, and its 20-day yield change of +23 bp in the 89th percentile. Its yield sits above its 20-, 50- and 200-day moving averages. On 2026-10-08, the 3-month Treasury yield's 20/50/200-day moving averages were 4.18% / 4.00% / 3.80%, with the yield +5 bp / +22 bp / +43 bp against them. On 2026-10-08, the 3-month Treasury yield's 52-week range was 3.62–4.28%; the yield is 5 bp below the 52-week high and 61 bp above the low. Its 20-day yield volatility is 3.0 bp/day, in the 51st percentile since 1981. Its yield has changed +6 bp over 5 days and +40 bp over 60 days.

Figures reflect the latest daily snapshot for 2026-10-08.

=== 3-MONTH TREASURY  (%) ===
  yield & change   (as of 2026-10-08, prior 2026-10-07)
    yield       4.23%
    change      +1.0 bp
  moving averages  (as of 2026-10-08)
     20d MA     4.18%   yield above by +4.7 bp
     50d MA     4.00%   yield above by +22.5 bp
    200d MA     3.80%   yield above by +43.0 bp
    yield > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-08)
    20d stdev   3.0 bp/day ≈ 48 bp annualised (×√252)   (51st pct of own history, since 1981 (11256 obs))
  52-week range    (as of 2026-10-08)
    high        4.28%   (-5.0 bp from high)
    low         3.62%   (+61.0 bp from low)
    position    92.4% of range
  momentum         (as of 2026-10-08)
    RSI(14)     66.62   (88th pct of own history, since 1981 (11262 obs))
  yield changes    (as of 2026-10-08)
      5d change +6.0 bp
     20d change +23.0 bp
     60d change +40.0 bp
    120d change +53.0 bp
    252d change +21.0 bp