US 2Y Treasury Yield Trading Signals

Transparent indicator calculations from completed source observations, with the same reference value and history used across every page.

4.750%-2.00 bp vs prior observationUS2Y · Yield (%)

Daily Treasury constant-maturity yield observation; not a live traded bond price.

Previous observation
4.770%
Previous completed session
Latest yield observation
4.750%
Not a traded bond price
52-week observed range
3.380% – 4.920%
Daily observations over the last 365 days
Source history
12,586 observations
DGS2 · daily

Live technical pulse

Technical Analysis for US2Y

Detailed analysis: 1 day

Daily rules use completed observations; intraday and weekly rules include the provider’s latest candle, which may still be in progress. Composite = (Buy − Sell) ÷ rule count. Strong Buy above 0.55; Buy above 0.15; Neutral above −0.15; Sell above −0.55; otherwise Strong Sell. Close-based rules only; no invented highs, lows or intraday signals. Buy and Sell labels describe indicator rules, not trade orders.

Buy8 Buy · 1 Neutral · 5 Sell / 14 rulesCompleted daily history through 8 Oct 2026, 00:00 UTC

Moving Averages

IndicatorValueSignal
SMA 104.826Sell
EMA 104.792356Sell
SMA 204.7785Sell
EMA 204.733815Buy
SMA 504.4698Buy
EMA 504.543157Buy
SMA 1004.3068Buy
EMA 1004.343634Buy
SMA 2003.98465Buy
EMA 2004.131122Buy

Oscillators

IndicatorValueSignal
RSI (14), Wilder55.699501Neutral
MACD histogram (12,26,9)-0.025281Sell
StochRSI (14)0Buy
Momentum (10)-0.12Sell

US 2Y Treasury Yield Price History

4.134.5254.92 2026-07-102026-10-08

64 observations · 2026-07-10 – 2026-10-08 · Yield (%)

Daily provider candles; missing sessions are omitted.

Verified market data

Data & Forecast Methodology

How the source reference becomes the displayed data, indicators and planning scenarios.

Market data + short-term model
1

One reference across every page

Quote, history, forecast and calculators use the same FRED / DGS2 snapshot. Source observation time and automated check time are shown separately. Price changes use the previous completed observation. Bond moves are basis points; index values are points.

2

Source boundaries

US yields are daily Treasury constant-maturity series via FRED. German and UK yields use monthly OECD long-term government bond series via FRED and are explicitly not live quotes. No placeholder catalogue prices, synthetic candles, or fabricated fundamentals are used.

3

Short-term statistical model

Additive yield model: 25%-shrunk 60/40 mean daily yield-change drift; normal central 80% model interval. Changes are percentage points, not bond returns. Intervals are not calibrated empirical coverage; jumps, fat tails and parameter uncertainty are excluded.

4

Signals and refresh

Indicators use completed daily observations and require 200 samples. Composite = (Buy − Sell) / rule count: Strong Buy above 0.55; Buy above 0.15; Neutral above −0.15; Sell above −0.55; otherwise Strong Sell. Each browser checks every 60 seconds; provider snapshots are cached for up to five minutes. Failed refreshes are visibly marked.

Long-term scenarios + controls
5

One scenario anchor

Every planning band uses the same timestamped reference displayed above. Changing the annual assumption updates the scenario chart, yearly bands and regular-contribution calculations.

6

Explicit planning assumptions

Lower and upper paths apply the selected annual change in opposite directions. The base path keeps the reference unchanged. These paths have no assigned probabilities and are separate from the short-term statistical model.

7

Market-specific interpretation

Prices use the instrument’s quoted units; indices use points and yield moves use basis points. Fees, taxes and distributions are excluded. A yield path cannot estimate a bond investment return.

Read as a range: short-term estimates and long-term planning scenarios can fall outside every displayed band. Source gaps and unsupported calculations are withheld.

US 2Y Treasury Yield Signals FAQ

How much history is available?

The source span and observation count are shown above. Missing dates are omitted. Records refer to available source coverage, not the instrument’s entire lifetime.

How are changes and conversions calculated?

Price changes compare observed reference values. Yield moves use basis points. Conversion amounts use the same timestamped source rate; spreads, fees and distributions are excluded.

US 2Y Treasury Yield on becoin

About US 2Y Treasury Yield

This series is a government-bond yield observation, not the price of an individual bond. Coupon, maturity and discount assumptions determine a bond valuation. The source instrument is DGS2, quoted as Yield (%), with daily history.

Source quality: Published yield series with its stated observation cadence. The displayed check time is separate from the market observation time. Missing fundamentals are not estimated.

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For educational purposes only. Forecasts and scenarios can be wrong. Past performance does not guarantee future results.