mercatusdata

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

On 2026-10-13, the Canadian 2-year yield rose 1.0 bp to 3.19%. On 2026-10-13, the Canadian 2-year yield was 79.8% of the way from its 52-week low to its high. On 2026-10-13, the Canadian 2-year yield's RSI(14) of 46.31 was in the 38th percentile of its history since 2001, and its 20-day yield change of -16 bp in the 19th percentile. On 2026-10-13, the Canadian 2-year yield's 20/50/200-day moving averages were 3.30% / 3.12% / 2.83%, with the yield -11 bp / +7 bp / +36 bp against them. On 2026-10-13, the Canadian 2-year yield's 52-week range was 2.36–3.40%; the yield is 21 bp below the 52-week high and 83 bp above the low. Its 20-day yield volatility is 5.2 bp/day, in the 68th percentile since 2001. Its yield has changed -7 bp over 5 days and +37 bp over 60 days.

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

=== CANADIAN 2-YEAR  (%) ===
  yield & change   (as of 2026-10-13, prior 2026-10-09)
    yield       3.19%
    change      +1.0 bp
  moving averages  (as of 2026-10-13)
     20d MA     3.30%   yield below by -10.7 bp
     50d MA     3.12%   yield above by +6.8 bp
    200d MA     2.83%   yield above by +35.5 bp
    yield mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-13)
    20d stdev   5.2 bp/day ≈ 82 bp annualised (×√252)   (68th pct of own history, since 2001 (6425 obs))
  52-week range    (as of 2026-10-13)
    high        3.40%   (-21.0 bp from high)
    low         2.36%   (+83.0 bp from low)
    position    79.8% of range
  momentum         (as of 2026-10-13)
    RSI(14)     46.31   (38th pct of own history, since 2001 (6431 obs))
  yield changes    (as of 2026-10-13)
      5d change -7.0 bp
     20d change -16.0 bp
     60d change +37.0 bp
    120d change +43.0 bp
    252d change +74.0 bp