2-Year T-Note Futures: a 3.1σ fall on 28 August 2026
Recorded 7 October 2026On 28 August 2026 2-Year T-Note Futures fell 0.20% close to close, 3.1 times its typical daily move of 0.06% over the 20 sessions before it: larger than every one of the 39 sessions on record before it. 11 other instruments of the 147 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- −0.20%
- Size
- −3.1σ
- Typical day before it
- 0.06%
- Close
- 102.77
- Previous close, 27 August 2026
- 102.98
- Since, to 23 October 2026
- −0.61%
2-Year T-Note Futures, the 30 sessions to 28 August 2026
Daily closes; the last point is the quake
Show values
| Point | ZT |
|---|---|
| 17 Jul 2026 | 103.01 |
| 20 Jul 2026 | 102.94 |
| 21 Jul 2026 | 102.86 |
| 22 Jul 2026 | 102.79 |
| 23 Jul 2026 | 102.68 |
| 24 Jul 2026 | 102.74 |
| 27 Jul 2026 | 102.77 |
| 28 Jul 2026 | 102.85 |
| 29 Jul 2026 | 102.91 |
| 30 Jul 2026 | 102.92 |
| 31 Jul 2026 | 102.80 |
| 3 Aug 2026 | 102.88 |
| 4 Aug 2026 | 102.99 |
| 5 Aug 2026 | 103.02 |
| 6 Aug 2026 | 102.90 |
| 7 Aug 2026 | 102.98 |
| 10 Aug 2026 | 102.92 |
| 11 Aug 2026 | 102.96 |
| 12 Aug 2026 | 102.99 |
| 13 Aug 2026 | 103.11 |
| 14 Aug 2026 | 103.05 |
| 17 Aug 2026 | 103.04 |
| 18 Aug 2026 | 103.05 |
| 19 Aug 2026 | 103.05 |
| 20 Aug 2026 | 103.04 |
| 21 Aug 2026 | 102.95 |
| 24 Aug 2026 | 102.95 |
| 25 Aug 2026 | 103.02 |
| 26 Aug 2026 | 102.98 |
| 27 Aug 2026 | 102.98 |
| 28 Aug 2026 | 102.77 |
The same day
Other quakes on 28 August 2026
| Instrument | Move | Size |
|---|---|---|
| Feeder Cattle FEEDER | −3.85% | −6.0σ |
| US 13-Week Treasury Yield US3M | +1.41% | +4.1σ |
2-Year T-Note Futures's other quakes
On record, newest first
- 10 September 2026: −0.21%, −3.1σ
How it is measured
The move is the close-to-close return; its size is that return divided by the standard deviation of 2-Year T-Note Futures's previous 20 daily returns. A quake is 3σ or more. This record was made the night after the day finished trading and has not been changed since. The live chart is on 2-Year T-Note Futures's page; the last few months of every market's daily moves are on the volatility terrain, and every quake on record is in the quake archive.