10-Year Treasury Yield (^TNX) Index Forecast — Price Prediction & Analysis
^TNX
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View All Forecasts →CPI (Nov 10) inside all horizons — premium not comparable to band.
Nested 60 / 80 / 95 calibrated expected-range · centered on current price (gold tick)
Containment = share of graded forecast-days the 60% band held; its 95% interval counts independent windows only (n_eff, non-overlapping, stride = horizon) — per-symbol audit; static backtest copy where the audit has no n_eff yet. Magnitude only, not a directional record.
5 of 7 models in band
± 3.30% expected move
backtest — refresh paused (#568)
Actionable · size by band. The validated edge is magnitude, not direction.
Coherent near-term trend; possible regime shift if 1W turns.
Context, not a trade signal · forward test pending.
Descriptive — does not size the band.
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Suitability · premium context. Whether options are rich or cheap to own here — sizing input, not a price call.
^TNX's calibrated band puts the expected move at ±2.1% over 7 days, widening to ±5.1% over 28.
Sigmacast expected range · containment-audited · early record · 59.8% (82 forecast-days · n_eff=8 independent windows) · CI 28–85% · as of 7 Nov 2026 · n_eff as of 8 Nov 2026 → full record
Across 82 graded 14-day forecast-days since 11 Jun 2026 (8 independent windows), ^TNX's expected-range band contained price 59.8% of the time (95% CI 28–85%; stated rate: 80%).
As of November 8, 2026, ^TNX is trading at 4.86. Our multi-model Sigmanomics forecast for this index generates expected price ranges (magnitude, not direction) across 7-day, 14-day, and 28-day horizons, each with a recent-path character readout. Based on ensemble models including SIGMACAST, Σ-Adaptive, and Σ-Trend with model-agreement confidence bands. Updated daily.
Forecasts generated by Sigmanomics engine. Not financial advice.
SETUP
The 10-Year Treasury Yield (^TNX) is a market index covered by the Sigmanomics analytics platform. The ^TNX index closed at 4.8600 on November 6, 2026, reflecting a gain of 0.50% from the previous close of 4.8360.
WHAT'S DRIVING IT
Over the past 30 days, the index has experienced a strong downtrend with a decline of 7.27%, ranging between 4.8140 and 5.3640. The price currently trades below its 20-day moving average of 5.0275. The 14-day RSI stands at 36.9, in the lower part of its range.
THE RISK
Over the same 30-day window, daily-return volatility was 1.03%, reflecting typical price variability for this index. Over the past 52 weeks, ^TNX traded between 3.9600 (Feb 27, 2026) and 5.3640 (Oct 7, 2026); the current price sits 9.4% below the 52-week high.
WHAT WE'RE WATCHING NEXT
Daily-return volatility of 1.03% runs elevated for this index, so price ranges are likely to stay wide — watch how price behaves around its recent range rather than treating any single level as fixed. ^TNX is currently trading 3.33% below its 20-day moving average and sitting in the middle of its 52-week range. Its 14-day RSI reads 36.9, currently in neutral territory.
Macro correlations · context (not confirmation)
8 correlated indicators
Observed historical correlations, not forward signals.
Positively correlated: Gross Domestic Product MoM (SE) (r=+0.88), Interest Rate Decision (MX) (r=+0.86), New Passenger Car Registrations (UK) (r=+0.86), GDP Growth Rate YoY (RU) (r=+0.84)
Inversely correlated: CPI MoM (CA) (r=-0.91), Gross Domestic Product YoY (HU) (r=-0.89), Interest Rate Decision (AO) (r=-0.87), Manufacturing PMI (IT) (r=-0.87)
Auto-generated from Sigmanomics market data. Last update Nov 2026.
Sigmacast forecasts span six horizons — 30-minute, 1-hour, 2-hour, 4-hour, 12-hour, and daily — refreshed continuously as new bars arrive.Related Pairs
Correlated Economic Indicators
Primary economy: United States economic indicators
