mercatusdata

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

On 2026-10-19, the Canadian 2-year yield rose 12.0 bp to 3.33%. On 2026-10-19, the Canadian 2-year yield was 93.3% of the way from its 52-week low to its high. On 2026-10-19, the Canadian 2-year yield's RSI(14) of 60.70 was in the 79th percentile of its history since 2001, and its 20-day yield change of +6 bp in the 65th percentile. Its yield sits above its 20-, 50- and 200-day moving averages. On 2026-10-19, the Canadian 2-year yield's 20/50/200-day moving averages were 3.28% / 3.15% / 2.85%, with the yield +5 bp / +18 bp / +48 bp against them. On 2026-10-19, the Canadian 2-year yield's 52-week range was 2.36–3.40%; the yield is 7 bp below the 52-week high and 97 bp above the low. Its 20-day yield volatility is 5.6 bp/day, in the 73rd percentile since 2001. Its yield has changed +15 bp over 5 days and +51 bp over 60 days.

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

=== CANADIAN 2-YEAR  (%) ===
  yield & change   (as of 2026-10-19, prior 2026-10-16)
    yield       3.33%
    change      +12.0 bp
  moving averages  (as of 2026-10-19)
     20d MA     3.28%   yield above by +5.3 bp
     50d MA     3.15%   yield above by +17.7 bp
    200d MA     2.85%   yield above by +48.2 bp
    yield > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-19)
    20d stdev   5.6 bp/day ≈ 89 bp annualised (×√252)   (73rd pct of own history, since 2001 (6429 obs))
  52-week range    (as of 2026-10-19)
    high        3.40%   (-7.0 bp from high)
    low         2.36%   (+97.0 bp from low)
    position    93.3% of range
  momentum         (as of 2026-10-19)
    RSI(14)     60.70   (79th pct of own history, since 2001 (6435 obs))
  yield changes    (as of 2026-10-19)
      5d change +15.0 bp
     20d change +6.0 bp
     60d change +51.0 bp
    120d change +51.0 bp
    252d change +90.0 bp