Markets/DFII10

Macro

DFII10

$2.42Closed

US 10-Year TIPS Real Yield

Session

Open
$2.42
High
$2.42
Low
$2.42
Close
$2.42

Change

Chg
$0.08
% Chg
+3.42%

Prior

Prev close
$2.34

52-week

Low
$1.67
High
$2.47
Range
$1.67 - $2.47

Regime historical context

Historically, what happened when this symbol entered its current regime,

15m1h4h

Regime (1d)

Thin Ice

Market stress: 33.8%(low)

In this regime now (1d): 2 1d bars (2 days)

Times entered this regime (1d): 79

US 10-Year TIPS Real Yield has entered Thin Ice 79 times in historical data. At 180 bars, it went on to fall a median of 12.4% (mean +3.9%) — positive 43% of the time.

Confidence: ModerateBased on 77 historical occurrences at the 180-bar horizon.

At 180 bars: median -12.4% · more often negative than positive · worst case -8700.0%

Watch for: historically, US 10-Year TIPS Real Yield exited Thin Ice within 10 bars in 62% of cases — most commonly transitioning toward Thin Ice.

5 bars36%positiven=78
10 bars42%positiven=78
21 bars50%positiven=78
30 bars49%positiven=78
90 bars59%positiven=78
180 bars43%positiven=77