mercatusdata

3-Month Treasury: 97.0% of its 52-week yield range

On 2026-10-13, the 3-month Treasury yield rose 1.0 bp to 4.26%. On 2026-10-13, the 3-month Treasury yield was 97.0% of the way from its 52-week low to its high. On 2026-10-13, the 3-month Treasury yield's RSI(14) of 69.71 was in the 92nd percentile of its history since 1981, and its 20-day yield change of +15 bp in the 82nd percentile. Its yield sits above its 20-, 50- and 200-day moving averages. On 2026-10-13, the 3-month Treasury yield's 20/50/200-day moving averages were 4.20% / 4.02% / 3.81%, with the yield +6 bp / +24 bp / +46 bp against them. On 2026-10-13, the 3-month Treasury yield's 52-week range was 3.62–4.28%; the yield is 2 bp below the 52-week high and 64 bp above the low. Its 20-day yield volatility is 2.6 bp/day, in the 45th percentile since 1981. Its yield has changed +4 bp over 5 days and +41 bp over 60 days.

Figures reflect the latest daily snapshot for 2026-10-13.

=== 3-MONTH TREASURY  (%) ===
  yield & change   (as of 2026-10-13, prior 2026-10-09)
    yield       4.26%
    change      +1.0 bp
  moving averages  (as of 2026-10-13)
     20d MA     4.20%   yield above by +6.1 bp
     50d MA     4.02%   yield above by +23.8 bp
    200d MA     3.81%   yield above by +45.5 bp
    yield > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-13)
    20d stdev   2.6 bp/day ≈ 41 bp annualised (×√252)   (45th pct of own history, since 1981 (11258 obs))
  52-week range    (as of 2026-10-13)
    high        4.28%   (-2.0 bp from high)
    low         3.62%   (+64.0 bp from low)
    position    97.0% of range
  momentum         (as of 2026-10-13)
    RSI(14)     69.71   (92nd pct of own history, since 1981 (11264 obs))
  yield changes    (as of 2026-10-13)
      5d change +4.0 bp
     20d change +15.0 bp
     60d change +41.0 bp
    120d change +57.0 bp
    252d change +25.0 bp