US 30Y Treasury Yield Trading Signals

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

5.600%-7.00 bp vs prior observationUS30Y · Yield (%)

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

Previous observation
5.670%
Previous completed session
Latest yield observation
5.600%
Not a traded bond price
52-week observed range
4.540% – 5.670%
Daily observations over the last 365 days
Source history
12,408 observations
DGS30 · daily

Live technical pulse

Technical Analysis for US30Y

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.

Strong Buy11 Buy · 2 Neutral · 1 Sell / 14 rulesCompleted daily history through 8 Oct 2026, 00:00 UTC

Moving Averages

IndicatorValueSignal
SMA 105.609Sell
EMA 105.587822Buy
SMA 205.4785Buy
EMA 205.506561Buy
SMA 505.3336Buy
EMA 505.360036Buy
SMA 1005.1789Buy
EMA 1005.225947Buy
SMA 2005.01815Buy
EMA 2005.08046Buy

Oscillators

IndicatorValueSignal
RSI (14), Wilder63.941133Neutral
MACD histogram (12,26,9)0.010785Buy
StochRSI (14)47.830619Neutral
Momentum (10)0.13Buy

US 30Y Treasury Yield Price History

5.065.3655.67 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 / DGS30 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 30Y 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 30Y Treasury Yield on becoin

About US 30Y 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 DGS30, 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.