mercatusdata

3-Month Treasury: 100.0% of its 52-week yield range

On 2026-10-14, the 3-month Treasury yield rose 2.0 bp to 4.28%. On 2026-10-14, the 3-month Treasury yield was at its 52-week high. On 2026-10-14, the 3-month Treasury yield's RSI(14) of 71.69 was in the 94th percentile of its history since 1981, and its 20-day yield change of +17 bp in the 84th percentile. Its yield sits above its 20-, 50- and 200-day moving averages. On 2026-10-14, the 3-month Treasury yield's 20/50/200-day moving averages were 4.21% / 4.03% / 3.81%, with the yield +7 bp / +25 bp / +47 bp against them. On 2026-10-14, the 3-month Treasury yield's 52-week range was 3.62–4.28%; the yield is 0 bp below the 52-week high and 66 bp above the low. Its 20-day yield volatility is 2.6 bp/day, in the 45th percentile since 1981. Its yield has changed +7 bp over 5 days and +42 bp over 60 days.

Figures reflect the latest daily snapshot for 2026-10-14.

=== 3-MONTH TREASURY  (%) ===
  yield & change   (as of 2026-10-14, prior 2026-10-13)
    yield       4.28%
    change      +2.0 bp
  moving averages  (as of 2026-10-14)
     20d MA     4.21%   yield above by +7.2 bp
     50d MA     4.03%   yield above by +25.0 bp
    200d MA     3.81%   yield above by +47.1 bp
    yield > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-14)
    20d stdev   2.6 bp/day ≈ 42 bp annualised (×√252)   (45th pct of own history, since 1981 (11259 obs))
  52-week range    (as of 2026-10-14)
    high        4.28%   (+0.0 bp from high)
    low         3.62%   (+66.0 bp from low)
    position    100.0% of range
  momentum         (as of 2026-10-14)
    RSI(14)     71.69   (94th pct of own history, since 1981 (11265 obs))
  yield changes    (as of 2026-10-14)
      5d change +7.0 bp
     20d change +17.0 bp
     60d change +42.0 bp
    120d change +59.0 bp
    252d change +25.0 bp