mercatusdata

3-Month Treasury: 95.5% of its 52-week yield range

On 2026-10-09, the 3-month Treasury yield rose 2.0 bp to 4.25%. On 2026-10-09, the 3-month Treasury yield was 95.5% of the way from its 52-week low to its high. On 2026-10-09, the 3-month Treasury yield's RSI(14) of 68.70 was in the 91st percentile of its history since 1981, and its 20-day yield change of +18 bp in the 85th percentile. Its yield sits above its 20-, 50- and 200-day moving averages. On 2026-10-09, the 3-month Treasury yield's 20/50/200-day moving averages were 4.19% / 4.01% / 3.80%, with the yield +6 bp / +24 bp / +45 bp against them. On 2026-10-09, the 3-month Treasury yield's 52-week range was 3.62–4.28%; the yield is 3 bp below the 52-week high and 63 bp above the low. Its 20-day yield volatility is 2.7 bp/day, in the 46th percentile since 1981. Its yield has changed +6 bp over 5 days and +41 bp over 60 days.

Figures reflect the latest daily snapshot for 2026-10-09.

=== 3-MONTH TREASURY  (%) ===
  yield & change   (as of 2026-10-09, prior 2026-10-08)
    yield       4.25%
    change      +2.0 bp
  moving averages  (as of 2026-10-09)
     20d MA     4.19%   yield above by +5.8 bp
     50d MA     4.01%   yield above by +23.6 bp
    200d MA     3.80%   yield above by +44.7 bp
    yield > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-09)
    20d stdev   2.7 bp/day ≈ 43 bp annualised (×√252)   (46th pct of own history, since 1981 (11257 obs))
  52-week range    (as of 2026-10-09)
    high        4.28%   (-3.0 bp from high)
    low         3.62%   (+63.0 bp from low)
    position    95.5% of range
  momentum         (as of 2026-10-09)
    RSI(14)     68.70   (91st pct of own history, since 1981 (11263 obs))
  yield changes    (as of 2026-10-09)
      5d change +6.0 bp
     20d change +18.0 bp
     60d change +41.0 bp
    120d change +54.0 bp
    252d change +24.0 bp