2-Year T-Note Futures: a 3.1σ fall on 10 September 2026
Recorded 7 October 2026On 10 September 2026 2-Year T-Note Futures fell 0.21% close to close, 3.1 times its typical daily move of 0.07% over the 20 sessions before it: its largest move since 28 August 2026. 28 other instruments of the 199 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- −0.21%
- Size
- −3.1σ
- Typical day before it
- 0.07%
- Close
- 102.43
- Previous close, 9 September 2026
- 102.65
- Since, to 23 October 2026
- −0.29%
2-Year T-Note Futures, the 30 sessions to 10 September 2026
Daily closes; the last point is the quake
Show values
| Point | ZT |
|---|---|
| 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 |
| 31 Aug 2026 | 102.77 |
| 1 Sep 2026 | 102.69 |
| 2 Sep 2026 | 102.70 |
| 3 Sep 2026 | 102.80 |
| 4 Sep 2026 | 102.73 |
| 8 Sep 2026 | 102.70 |
| 9 Sep 2026 | 102.65 |
| 10 Sep 2026 | 102.43 |
The same day
Other quakes on 10 September 2026
| Instrument | Move | Size |
|---|---|---|
| Copper COPPER | −4.95% | −4.6σ |
| WTI Crude Oil WTI | +6.69% | +3.3σ |
| Brent Crude Oil BRENT | +6.34% | +3.2σ |
| US 5-Year Treasury Yield US5Y | +2.58% | +3.0σ |
| US Dollar / Chilean Peso USD/CLP | +1.53% | +3.0σ |
2-Year T-Note Futures's other quakes
On record, newest first
- 28 August 2026: −0.20%, −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.