mercatusdata

3-Month Treasury: 98.5% of its 52-week yield range

On 2026-10-19, the 3-month Treasury yield rose 1.0 bp to 4.27%. On 2026-10-19, the 3-month Treasury yield was 98.5% of the way from its 52-week low to its high. On 2026-10-19, the 3-month Treasury yield's RSI(14) of 67.86 was in the 89th percentile of its history since 1981, and its 20-day yield change of +13 bp in the 80th percentile. Its yield sits above its 20-, 50- and 200-day moving averages. On 2026-10-19, the 3-month Treasury yield's 20/50/200-day moving averages were 4.23% / 4.05% / 3.82%, with the yield +4 bp / +22 bp / +45 bp against them. On 2026-10-19, the 3-month Treasury yield's 52-week range was 3.62–4.28%; the yield is 1 bp below the 52-week high and 65 bp above the low. Its 20-day yield volatility is 2.6 bp/day, in the 44th percentile since 1981. Its yield has changed +2 bp over 5 days and +32 bp over 60 days.

Figures reflect the latest daily snapshot for 2026-10-19.

The 3-Month Treasury yield here is the 3-month constant-maturity yield (FRED series DGS3MO), quoted in percent a year, on an investment (bond-equivalent) basis rather than the bill’s discount rate. It is read off the par yield curve the US Treasury fits each business day to bid-side quotes for the most recently auctioned Treasuries at about 3:30 pm New York time, so it is not the yield of any one security.

=== 3-MONTH TREASURY  (%) ===
  yield & change   (as of 2026-10-19, prior 2026-10-16)
    yield       4.27%
    change      +1.0 bp
  moving averages  (as of 2026-10-19)
     20d MA     4.23%   yield above by +4.1 bp
     50d MA     4.05%   yield above by +21.8 bp
    200d MA     3.82%   yield above by +45.2 bp
    yield > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-19)
    20d stdev   2.6 bp/day ≈ 41 bp annualised (×√252)   (44th pct of own history, since 1981 (11262 obs))
  52-week range    (as of 2026-10-19)
    high        4.28%   (-1.0 bp from high)
    low         3.62%   (+65.0 bp from low)
    position    98.5% of range
  momentum         (as of 2026-10-19)
    RSI(14)     67.86   (89th pct of own history, since 1981 (11268 obs))
  yield changes    (as of 2026-10-19)
      5d change +2.0 bp
     20d change +13.0 bp
     60d change +32.0 bp
    120d change +59.0 bp
    252d change +24.0 bp