mercatusdata

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

On 2026-10-15, the Canadian 2-year yield fell 1.0 bp to 3.20%. On 2026-10-15, the Canadian 2-year yield was 80.8% of the way from its 52-week low to its high. On 2026-10-15, the Canadian 2-year yield's RSI(14) of 47.51 was in the 42nd percentile of its history since 2001, and its 20-day yield change of -15 bp in the 20th percentile. On 2026-10-15, the Canadian 2-year yield's 20/50/200-day moving averages were 3.28% / 3.13% / 2.84%, with the yield -8 bp / +6 bp / +36 bp against them. On 2026-10-15, the Canadian 2-year yield's 52-week range was 2.36–3.40%; the yield is 20 bp below the 52-week high and 84 bp above the low. Its 20-day yield volatility is 5.2 bp/day, in the 68th percentile since 2001. Its yield has changed -3 bp over 5 days and +34 bp over 60 days.

Figures reflect the latest daily snapshot for 2026-10-15.

=== CANADIAN 2-YEAR  (%) ===
  yield & change   (as of 2026-10-15, prior 2026-10-14)
    yield       3.20%
    change      -1.0 bp
  moving averages  (as of 2026-10-15)
     20d MA     3.28%   yield below by -8.1 bp
     50d MA     3.13%   yield above by +6.5 bp
    200d MA     2.84%   yield above by +35.9 bp
    yield mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-15)
    20d stdev   5.2 bp/day ≈ 82 bp annualised (×√252)   (68th pct of own history, since 2001 (6427 obs))
  52-week range    (as of 2026-10-15)
    high        3.40%   (-20.0 bp from high)
    low         2.36%   (+84.0 bp from low)
    position    80.8% of range
  momentum         (as of 2026-10-15)
    RSI(14)     47.51   (42nd pct of own history, since 2001 (6433 obs))
  yield changes    (as of 2026-10-15)
      5d change -3.0 bp
     20d change -15.0 bp
     60d change +34.0 bp
    120d change +37.0 bp
    252d change +73.0 bp