mercatusdata

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

On 2026-10-16, the Canadian 2-year yield rose 1.0 bp to 3.21%. On 2026-10-16, the Canadian 2-year yield was 81.7% of the way from its 52-week low to its high. On 2026-10-16, the Canadian 2-year yield's RSI(14) of 48.74 was in the 46th percentile of its history since 2001, and its 20-day yield change of -14 bp in the 21st percentile. On 2026-10-16, the Canadian 2-year yield's 20/50/200-day moving averages were 3.27% / 3.14% / 2.84%, with the yield -6 bp / +7 bp / +37 bp against them. On 2026-10-16, the Canadian 2-year yield's 52-week range was 2.36–3.40%; the yield is 19 bp below the 52-week high and 85 bp above the low. Its 20-day yield volatility is 5.2 bp/day, in the 69th percentile since 2001. Its yield has changed -3 bp over 5 days and +37 bp over 60 days.

Figures reflect the latest daily snapshot for 2026-10-16.

=== CANADIAN 2-YEAR  (%) ===
  yield & change   (as of 2026-10-16, prior 2026-10-15)
    yield       3.21%
    change      +1.0 bp
  moving averages  (as of 2026-10-16)
     20d MA     3.27%   yield below by -6.4 bp
     50d MA     3.14%   yield above by +6.8 bp
    200d MA     2.84%   yield above by +36.6 bp
    yield mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-16)
    20d stdev   5.2 bp/day ≈ 82 bp annualised (×√252)   (69th pct of own history, since 2001 (6428 obs))
  52-week range    (as of 2026-10-16)
    high        3.40%   (-19.0 bp from high)
    low         2.36%   (+85.0 bp from low)
    position    81.7% of range
  momentum         (as of 2026-10-16)
    RSI(14)     48.74   (46th pct of own history, since 2001 (6434 obs))
  yield changes    (as of 2026-10-16)
      5d change -3.0 bp
     20d change -14.0 bp
     60d change +37.0 bp
    120d change +36.0 bp
    252d change +74.0 bp