mercatusdata

Canadian 2-Year: yield, RSI, 52-week range · daily

On 2026-10-08, the Canadian 2-year yield rose 1.0 bp to 3.24%. On 2026-10-08, the Canadian 2-year yield was 84.6% of the way from its 52-week low to its high. On 2026-10-08, the Canadian 2-year yield's RSI(14) of 51.19 was in the 54th percentile of its history since 2001, and its 20-day yield change of +8 bp in the 69th percentile. On 2026-10-08, the Canadian 2-year yield's 20/50/200-day moving averages were 3.31% / 3.11% / 2.83%, with the yield -7 bp / +13 bp / +41 bp against them. On 2026-10-08, the Canadian 2-year yield's 52-week range was 2.36–3.40%; the yield is 16 bp below the 52-week high and 88 bp above the low. Its 20-day yield volatility is 6.2 bp/day, in the 79th percentile since 2001. Its yield has changed -3 bp over 5 days and +36 bp over 60 days.

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

=== CANADIAN 2-YEAR  (%) ===
  yield & change   (as of 2026-10-08, prior 2026-10-07)
    yield       3.24%
    change      +1.0 bp
  moving averages  (as of 2026-10-08)
     20d MA     3.31%   yield below by -7.1 bp
     50d MA     3.11%   yield above by +13.2 bp
    200d MA     2.83%   yield above by +41.1 bp
    yield mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-08)
    20d stdev   6.2 bp/day ≈ 98 bp annualised (×√252)   (79th pct of own history, since 2001 (6423 obs))
  52-week range    (as of 2026-10-08)
    high        3.40%   (-16.0 bp from high)
    low         2.36%   (+88.0 bp from low)
    position    84.6% of range
  momentum         (as of 2026-10-08)
    RSI(14)     51.19   (54th pct of own history, since 2001 (6429 obs))
  yield changes    (as of 2026-10-08)
      5d change -3.0 bp
     20d change +8.0 bp
     60d change +36.0 bp
    120d change +44.0 bp
    252d change +79.0 bp