10-Year T-Note Futures: a 3.5σ fall on 23 September 2026
Recorded 7 October 2026On 23 September 2026 10-Year T-Note Futures fell 0.91% close to close, 3.5 times its typical daily move of 0.26% over the 20 sessions before it: larger than every one of the 56 sessions on record before it. 30 other instruments of the 198 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- −0.91%
- Size
- −3.5σ
- Typical day before it
- 0.26%
- Close
- 105.03
- Previous close, 22 September 2026
- 106
- Since, to 23 October 2026
- +1.25%
10-Year T-Note Futures, the 30 sessions to 23 September 2026
Daily closes; the last point is the quake
Show values
| Point | ZN |
|---|---|
| 11 Aug 2026 | 108.5 |
| 12 Aug 2026 | 108.5 |
| 13 Aug 2026 | 108.9 |
| 14 Aug 2026 | 108.6 |
| 17 Aug 2026 | 108.5 |
| 18 Aug 2026 | 108.6 |
| 19 Aug 2026 | 108.8 |
| 20 Aug 2026 | 108.5 |
| 21 Aug 2026 | 108.3 |
| 24 Aug 2026 | 108.5 |
| 25 Aug 2026 | 108.9 |
| 26 Aug 2026 | 108.7 |
| 27 Aug 2026 | 108.6 |
| 28 Aug 2026 | 108.1 |
| 31 Aug 2026 | 107.9 |
| 1 Sep 2026 | 107.6 |
| 2 Sep 2026 | 107.7 |
| 3 Sep 2026 | 107.9 |
| 4 Sep 2026 | 107.7 |
| 8 Sep 2026 | 107.6 |
| 9 Sep 2026 | 107.3 |
| 10 Sep 2026 | 106.6 |
| 11 Sep 2026 | 106.4 |
| 14 Sep 2026 | 106.4 |
| 15 Sep 2026 | 106.2 |
| 16 Sep 2026 | 106.0 |
| 17 Sep 2026 | 106.4 |
| 18 Sep 2026 | 106.1 |
| 21 Sep 2026 | 106.3 |
| 22 Sep 2026 | 106.0 |
| 23 Sep 2026 | 105.0 |
The same day
Other quakes on 23 September 2026
| Instrument | Move | Size |
|---|---|---|
| McDonald's MCD | −4.81% | −4.2σ |
| US Dollar / Mexican Peso USD/MXN | +1.48% | +4.2σ |
| US Dollar / Colombian Peso USD/COP | +2.43% | +3.6σ |
| US 10-Year Treasury Yield US10Y | +2.94% | +3.5σ |
| 30-Year T-Bond Futures ZB | −1.51% | −3.3σ |
| Australian Dollar / US Dollar AUD/USD | −1.10% | −3.3σ |
| US 5-Year Treasury Yield US5Y | +3.20% | +3.3σ |
| Australian Dollar / Canadian Dollar AUD/CAD | −0.81% | −3.2σ |
| British Pound / US Dollar GBP/USD | −0.76% | −3.1σ |
| US 30-Year Treasury Yield US30Y | +1.85% | +3.0σ |
| US Dollar / Czech Koruna USD/CZK | +0.85% | +3.0σ |
| US Dollar / Polish Zloty USD/PLN | +1.24% | +3.0σ |
How it is measured
The move is the close-to-close return; its size is that return divided by the standard deviation of 10-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 10-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.