10-Year Treasury Yield (^TNX) Index Forecast — Price Prediction & Analysis

^TNX

indices
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Current Price

November 08, 2026
Market Closed
4.86
Actual
October 08, 2026
-7.80%
5.27
1 Month Ago
November 08, 2025
+18.22%
4.11
1 Year Ago
52W HIGH
5.36
· Oct 7, 2026
52W LOW
3.96
· Feb 27, 2026
Highest close in our data
5.31
· Oct 2026coverage since 2025

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^TNX · INDICES
14-DAY FORECAST · 11/22/26

CPI (Nov 10) inside all horizons — premium not comparable to band.

EXPECTED MOVE± 3.3%range 4.6988 – 5.0192 · 14D
4.164.514.865.215.5695%5.251980%5.103660%5.0192invalidation level60%4.6988invalidation level80%4.614495%4.4661current 4.8590−28dtoday+7d+14d+28d+2d · US Core Inflation Rate MoM (High), US Core Inflation Rate YoY (High), US CPI s.a (High), US Inflation Rate (High), US Inflation Rate MoM (High), US Inflation Rate YoY (High)6+3d · US Budget Balance (Med)+4d · US Continuing Jobless Claims (High), US Initial Jobless Claims (High)2

Nested 60 / 80 / 95 calibrated expected-range · centered on current price (gold tick)

Upper / lower bound5.0192 / 4.6988
Outside-range leveloutside 4.6988 – 5.0192price exits the expected band (either side)
Containmentearly record · 47.6% (82 forecast-days · n_eff=8 independent windows) · CI 20–77%60% band · as of 7 Nov 2026 · n_eff as of 8 Nov 2026 · 80% band: early record · 59.8% (82 forecast-days · n_eff=8 independent windows) · CI 28–85%
Term structure · expected move by horizon

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.

Outcome legend
Magnitude · primary
How big was the move vs the forecast band?
+12.4%band-relative outcome efficiency
—efficiency not yet computed for this trade
Zone
Did price stay inside the expected band?
CONTAINEDentry price inside the expected band
BREACHED HIGHentry above the band's upper bound
BREACHED LOWentry below the band's lower bound
Magnitude· primary
MODERATEconviction

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.

Alignment· context only
2H down1D down1W up

Coherent near-term trend; possible regime shift if 1W turns.

Context, not a trade signal · forward test pending.

Descriptive — does not size the band.

Regime Read· options premium

loading premium read…

Suitability · premium context. Whether options are rich or cheap to own here — sizing input, not a price call.

Expected Range· 7–28d calibrated zone
Forecast batch: 11/8/26
Premium not graded

^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.

Signal Tracker Record / PerformancePast Performance →

Forecasts generated by Sigmanomics engine. Not financial advice.

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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.