Page 8 | Ideas and Forecasts on Bonds — TradingView

US 10Y TREASURY: Rising stagflation risk Although the 10Y US Treasury yields were holding ground above the 4% during the week, still, Friday's PPI data moved yields toward the lower grounds, closing the week at 3,96%, after reaching 3,94%. January PPI data came hotter than expected, with 0,5% surge for the month and 2,9% y/y. Core PPI reached 3,6% y/y. The cautious positioning of investors reflected expectations that hotter inflation data could reinforce the case for the Federal Reserve to keep rates steady, prompting some bond buyers to lock in existing yields. At the same time, markets were digesting recent economic signals, including stronger producer price pressures that could complicate the outlook for rate cuts. After a sharp drop in yields during the last two days of the week, it could be expected some short reversal as of the start of the week. In this sense, the 4,0% could be tested for one more time. Still, it should be considered that Friday brings NFP data, which could bring volatility back also on the Treasury market. On the downside, the 3,93% level has been shortly tested on Friday, which is the lowest level from October last year. The next level to the downside could be 3,86% however, the probability for it is extremely low at this point. Depending on macro data, this level could be watched in a longer period of time, and certainly not for the week ahead.

My view on the key points in the US Government Bonds 10 YR Yield I have laid out the key points for bond enthusiasts that a trader should know from my perspective. They are prone to error before being correct, and the trader is not obligated to follow them. The decision ultimately rests on your personal analysis, and I am merely an assistant in identifying the trend. Good luck to all.

US10Y Time Wave Analysis update I’m posting an update since the last note, as the correction pattern changed after the initial rise. However, the overall upward structure remains intact. If the price surges above the black dotted line and, even after a pullback, does not return to its previous level, it could climb into the 8% range. Thinking about what lies ahead is frightening. I sincerely urge everyone to return to God.

by TimeWaveTrading

RATES DOWN Anybody looking to refinance a loan? The chance may be yours later this year (assuming credit is available and banks are lending...) The 10Y broke down this week officially. Broke below the channel Broke below the 200 weekly sma. WOW and closed below it just now. This means recession is here right now. Rates break down like this at the beginning of downturns, or after downturns have already begun. Equities are beginning to price this in. Expect -25% at least in the indexes (SPY, QQQ, DJI) Expect even larger losses in companies that are highly leveraged with debt and tied to Ai. I am in cash, and Puts. (Not financial advice)

by MonetaryRebel

10Y BOND BOND continues the down trend, and it came downs on expected 4.0 points, under this level target is 3.82 points. Economical uncertainty and QE action is pushing the Bond down.

Key Support Test on the US 10‑Year Yield Looking at the US 10‑year yield daily chart, you’ll see I’ve kept a couple of old trend lines on there—because they have a habit of becoming relevant again. And that’s exactly what’s happened. The old downtrend from the May 2025 high is now acting as support, lining up perfectly with the April 2025 support line around 3.98%. With today being Friday, the weekly close matters. The real question is: does 3.98% hold? (Not investment advice.)

Next IMPORTANT move for 30 year yields getting close.Next IMPORTANT move for 30 year yields getting close. Consolidation STILL ongoing for 882 days. Can you imagine 7% yields?

US 10 Year Yield and how it could affect markets I talk quickly about what i'm seeing here on the US 10 Year Yield and how this could affect markets

01:56

How to Read Long-Term Interest Rate Structure Using the 20 EMA Long-term yields reflect growth expectations and inflation pressure in the broader economy. This chart shows the U.S. 10-Year Yield on the daily timeframe, using the 20 EMA as a structural guide. Rather than predicting direction, the goal is to understand behavior. What the 20 EMA Represents • When price holds above the 20 EMA, long-term rate pressure is building • When price loses the 20 EMA and fails to reclaim it, longer-term momentum begins cooling • Repeated rejection at the 20 often signals expansion exhaustion • Sustained closes back above can reflect renewed inflation/growth pressure Long-term yields move differently than short-term yields. The 10Y reflects expectations — not immediate policy sensitivity. Why This Matters When long-term yields trend higher: → Growth expectations are strengthening → Equity multiples can face pressure → Duration-sensitive assets often react When long-term yields trend lower: → Inflation expectations cool → Equity valuations can stabilize → Risk appetite may improve (depending on short-term structure) This is not about trading bonds directly. It’s about understanding the macro backdrop. Current Structure Right now the daily structure is showing: • Recent loss of the 20 EMA • Lower highs developing • Momentum cooling relative to prior expansion That reflects compression in long-term expectations rather than acceleration. As always, this is structural observation — not a forecast. The 20 EMA simply helps define whether longer-term pressure is expanding or compressing. ⭐ Final Clarity Note ⭐ Short-term yields (2Y) reflect policy sensitivity and liquidity pressure. Long-term yields (10Y) reflect growth and inflation expectations. When both trend higher together → tightening conditions are reinforced. When both trend lower together → liquidity conditions typically improve. When they diverge → regime transition, rotation, or volatility can emerge. Structure leads. Assets respond.

by codymiller12727

Sticky Yields, Quiet Alarms: (2026 Outlook, Ep. 1: US Treasury)Sticky Yields, Quiet Alarms: A Subtle Signal Markets Shouldn’t Dismiss (2026 Outlook, Ep. 1: US Treasury) Welcome to the first installment of our 12-part Investment Theme Outlook for 2026. Over this series, we will dissect 12 critical financial instruments through both fundamental and technical lenses to help you navigate the year ahead. We begin with the “bedrock” of global finance: the US 10-Year Treasury Yield. ________________________________________ The Investment Theme Outlook for 2026: Episode 1 Episode 1: US Treasury 10-Year Yield – When the backbone of the world is flashing warning signals To kick off our 2026 investment outlook, the first thing we must talk about is the US Treasury Market. The reason is simple but powerful: it is the largest financial asset market in the world and the place of the most professional, most rational players (compared with other markets). As a result, movement in this market are rarely random—they inevitably signal (imply) the direction of global financial markets. ________________________________________ 1) 2026 macro backdrop: the stimulus trap In 2026, the economy appears to be “good enough” and the labor market is resilient. But this is partly an illusion created by ongoing government stimulus. The consequences include: • Sticky inflation: Inflation remains difficult to bring down. Reliance on QE and fiscal spending creates artificial (not genuine) demand, pushing prices higher due to excess liquidity in the financial system. • Rising interest burden: A growing share of government revenue is diverted to interest payments, limiting how much the Fed can cut rates. • A strong dollar, but yields stay high: Early on, the Fed has to keep a hawkish stance to attract demand for UST as demand structurally weakens. This supports the US dollar and keeps the 10-year yield elevated. ________________________________________ 2) The Great Decoupling Since 2024, an unusual phenomenon has persisted: the Fed started cutting policy rates in 2024, and inflation has fallen from its 9.1% peak in June 2022, yet the 10-year yield has refused to fall. Normally, the 10-year yield is driven mainly by policy rates and inflation expectations. If both have eased but yields remain high, it suggests the market is worried about something larger—credit and liquidity risk. That means Treasuries still face sell-off risk, and if concerns intensify, it could trigger another crash that turns into a crisis, since UST yields are a benchmark for many financial assets. ________________________________________ 3) Signs of Treasuries being reduced in global reserve funds Recent data indicate that the share of US Treasuries held in global foreign-exchange reserves (reserve funds) by central banks has continued to decline. This structural drop in demand is a key “headwind” that makes it harder for yields to fall (and may also explain why the Fed finds it difficult to cut aggressively—so as to sustain demand). ________________________________________ 4) The “Dead Air” phenomenon in Treasury auctions One of the clearest signs of weakening demand was the “Dead Air” moment during 20-year and 30-year Treasury auctions in early 2026—brief periods when bids temporarily disappeared in the world’s most liquid market. Even if short-lived, this havn't been occured before, it is a serious warning that confidence in the world’s safest asset is being shaken by saturation and dedollarization (reserve diversification). ________________________________________ 5) The shift from QT to RMP (Reserve Management Purchases) From late 2025 into early 2026, the Fed ended Quantitative Tightening (QT) and shifted to Reserve Management Purchases (RMP). However, this is not a return to QE to stimulate growth. Instead, the Fed is buying short-dated securities (T-bills) to keep banking-system liquidity sufficiently ample (“ample reserves”). • Why it matters: By concentrating purchases in T-bills while leaving longer-dated bonds (such as 10- and 30-year) to rely on free-market demand, it becomes harder for long-end yields to fall and increases the risk of bear steepening (a steeper curve driven by higher long-term yields). ________________________________________ 6) A changing investor base: from “official” to “private” and stablecoins US Treasury ownership is shifting materially: • Official sector (foreign central banks) gradually reducing holdings (dedollarization) and increasing gold allocations to lower geopolitical risk. While demand is shifting toward private sector like hedge funds and USD-stablecoin issuers, who become important marginal buyers of T-bills. • Implication: These buyers are more price- and profit-sensitive than central banks. Even small volatility can trigger rapid selling, making the Treasury market more fragile. ________________________________________ 7) The Interest Cost Trap In 2026, the US budget faces one of the most concerning dynamics in history: • The massive amount of debt create the hugt interest payment burden. Net interest outlays have surged to nearly match defense spending, or roughly 15–17% of government revenue, creating a debt spiral . • Implication: The US is moving toward fiscal dominance, where fiscal constraints begin to pressure monetary policy. If the Fed keeps rates high for too long, interest costs could become destabilizing; but if the Fed cuts to help the government, inflation risks re-accelerating. This is a systemic risk. ________________________________________ 8) Valuation through Real Yields and TIPS Looking at real yields (inflation-adjusted yields), US real yields in 2026 remain high versus the 10-year average. • Implication: High real yields suggest the market is worried not only about inflation, but also about a supply shock from heavy bond issuance. Looking at nominal yields alone may be insufficient—TIPS help reveal how much the world’s true financing cost is pressuring risk assets (such as tech stocks). ________________________________________ 9) Technically - The US 10-year Treasury yield has been trading sideways in a triangle formation for the past three years. Typically, once this pattern breaks out, it could move in strong trend. - In terms of direction, breakouts often occur in the same direction as the trend prior to the triangle, an uptrend in this case. However, a downside break is also possible, depending on the underlying catalysts. - If US10Y surges above 5.00%, it could trigger turbulence in the bond market and prompt front-running selling, as it may signal a severe credibility crisis in US assets. - That said, US10Y could also continue range-bound as the Fed still manage the yield curve, even the Fed purchases are focused on short-term Treasuries. ________________________________________ Strategic conclusion (Technical & Fundamental Insight) For 2026, the bond market is telling us that the era of cheap, low rates is over. Even if headline economic data looks fine, the underlying structure is increasingly fragile. Investors should be cautious about volatility spilling over from bonds into equities and other risk assets. ________________________________________ Next episode in the series Next, we move to the next pillar of the financial system: the US dollar. How will a bond market with structurally weaker demand affect the dollar—before we move on to other currencies

by KrisadaYoonaisil

10Y BOND Expectation: 1 - 2 Week BOND continues the down trend, and it can make retest on 4.115 point and come down till 4.0 point, it is depends on the QE action from FED and Interest rate expectations, above the 4.115 point, bond can increase till 4.172 point. which can be the last pump from the 10Y bond.

US 10Y TREASURY: Steady despite hot PCE U.S. 10Y Treasury yields were mostly flat during the week, moving between 4,02% and 4,08%, where they closed the week. The highest weekly level was at 4,1% on US PCE data. The latest Personal Consumption Expenditures (PCE) report, the Federal Reserve’s preferred inflation gauge, came by 0,1pp hotter than expected, reinforcing the view that price pressures remain persistent and potentially keeping the Fed from cutting rates soon. On the other hand, the GDP Growth rate in Q4 significantly missed expectations with 1,4% q/q growth, compared with expected 3% q/q. These dynamics left yields relatively contained, reflecting investor caution amid uncertainty over future Fed action. The week ahead does not bring currently significant US macro data, in which sense some stronger movements in 10Y yields are not expected. The market will continue to test the 4,1% level, with some modest move above this level, but nothing which could be treated as significant. Still, it should be considered that fragility is still active among investors due to high levels of uncertainty, especially within the field of geopolitics and trade-tariffs, and especially regarding highly mixed economic data which are not allowing investors to clearly perceive the next Fed move.

10Y BOND Weekly conclusion BOND continues the downtrend, and it made a retest on 4.09 points and started to come down. The first downside target is 4.0 points, one more retest on 4.09 points will be dangerous and it can open the 4.2 points target. This is caused by the QE action from the FED.

10 year yield testing 200 week moving average US Treasury Notes appear to be testing a pivotal point where the 10 year yield may cross the 200 week moving average. This only happens rarely, and when it does happen, yields rise precipitously within a relatively short amount of time.

How to Read Short-Term Interest Rate Structure Using the 20 EMA Short-term rates are one of the clearest liquidity gauges in the market. This chart shows the U.S. 2-Year Yield on the daily timeframe, using the 20 EMA as a structural guide. Rather than predicting direction, the goal is to understand behavior. What the 20 EMA Represents • When price holds above the 20 EMA, short-term rate pressure is building • When price loses the 20 EMA and fails to reclaim it, liquidity conditions begin easing • Repeated rejection at the 20 often signals momentum exhaustion • Sustained closes back above it can reflect renewed tightening pressure Notice how structure shifts before equities fully react. Short-term yields tend to move first. Risk assets respond after. This is not about trading rates directly. It’s about understanding the backdrop. When short-term yields trend higher: → Growth assets often face pressure When short-term yields trend lower: → Liquidity conditions typically improve Current Structure Right now the daily structure is showing: • Recent loss of the 20 EMA • Lower highs forming • Momentum cooling relative to prior swings That reflects digestion rather than renewed tightening acceleration. As always, this is structural observation — not a forecast. The 20 EMA simply helps define whether liquidity pressure is expanding or compressing. ⭐ Final Clarity Note ⭐ Short-term yields reflect policy sensitivity and liquidity pressure in real time. Long-term yields reflect growth and inflation expectations. When both move in alignment, macro conditions tend to be stable and directional. When they diverge, market character often shifts — volatility, rotation, or regime transition can emerge. I’ll break down long-term structure separately.

by codymiller12727

10Y BOND Expectation: 1 Week BOND continues the downtrend, and now it can make a retest on 4.09 points and come down till 4 points. This is caused by the QE action, the Fed is increasing the Balance sheet, and buying the security. Above the 4.09 points price can increase till 4.2 points.

US 10Y TREASURY: False 4,2% breakout During the previous week charts showed that the recent break from the 4,2% for the 10y yields was a false breakout. Actually, the released jobs and inflation data showed better than expected results, which pushed the yields toward the lower grounds. In technical analysis, the false breakouts usually lead to a strong push of price/yields, which also occurred in 10Y yields. Although the 10Y Treasuries started the week around the 4,2%, they are closing it at 4,05%. The cooler inflation print reinforced expectations that the Federal Reserve may begin cutting interest rates later this year, boosting demand for longer-dated Treasuries and pushing yields down from recent highs. Traders also increased the odds of a June rate cut, pricing in more easing as inflation data undershot forecasts. Broader economic signals, including stronger labor market data earlier in the week, create a backdrop where bond markets are balancing inflation progress against resilient employment figures when setting yields. The drop in the 10-year yield reflects growing optimism about disinflation, even as markets await further key data, the PCE in the week ahead, for guidance on future monetary policy. Although Monday is a holiday in the US when markets will be closed, still some short reversal to the upside could be expected during the week ahead. In this sense, the 4,1% could be tested.

US10Y Daily priceaction and directional bias.US10Y is the yield on the U.S .10-year treasury notes government debt security maturing in 10 years that serves as a global benchmark for interest rates, reflecting investors expectations on growth ,inflation and federal reserve policy. The US10Y represents the effective return investors demand to lend to united states government for a decade(10years).it moves inversely to bond prices, on technical, when yields are rising which signals stronger growth while falling yields indicates economic caution or safe-haven demand,US10y influences borrowing cost across mortgages, corporate bonds and loans Coupon rate is the fixed annual interest paid on a bond's face value. For a Treasury note or bond, it's set at issuance and paid semi-annually until maturity. Key Details It's calculated as (annual coupon payments / par value) × 100; e.g., a 5% coupon on $1,000 par pays $50 yearly ($25 twice). Unlike yield, which fluctuates with market price, the coupon remains constant—higher coupons trade at premiums when yields fall. Bond prices and yields have an inverse relationship. When yields rise, prices fall, and vice versa, due to the fixed coupon payments relative to market rates. Why Inverse? Fixed coupons mean higher market yields make existing bonds less attractive, forcing sellers to discount prices for competitive returns. Lower yields increase demand for higher-coupon bonds, driving prices above par (premium). US10Y affect DAX40,the DAX40 is the German benchmark index of 40 major stocks, through global yield spillovers and capital flows. When the US10Y is higher and bullish ,it strengthens the dollar index and pressure Eurozone borrowing, this makes U.S assets more attractive and weighing on European equities like the DAX40. The US10Y bearish drop can be seen as supporting DAX by easing ECB policy constraints and boosting risk appetite. So coming week trading US10Y along side DAX40. the market structure of the US10Y is giving us a sell vibes and it could drop below 4.0% this month . though we have an ascending trendline on daily that should serve as support to enable us get a retest and sell below 4.0% on possible breakout of trend. #US10 #US10 #BONDS

06:34

10Y Bond Weekly Conclusion:BOND has down trend, and it starts the decrease estimate expected, 4.089 points. Bond should not visit 4.197 points one more time; instead of, it can go up near 4.283 points, Now bond can delay near 4.089 point.

100 years!www.tradingview.com Does this keep you up at night? You might look for this pattern across smaller time frames, but to see it across 100 years is well.. (no words). 3 Scenarios: 1. Yields blast off directly from here. 2. A crisis (real/manufactured) comes in allowing them to pull rates down to the 6M IDM (0-0.36%) and perpetuate the divergence. Then yields spike next cycle. 3. We break the divergence and head into negative rates? The bond market doesn't lie.

ATENCION ARGENTINA GD30 Atention,... the is a high risk that trendline will be broken... The is a big big space for downs!!!!

by DinoMillionaireTrader

US 10Y TREASURY: back to 4,2%U.S. Treasury yields edged lower this week as investors weighed the health of the economy and softer labor market signals, with the 10-year Treasury yield dipping toward around 4.2%, its lowest in about three weeks. This week only JOLTs Job Openings were posted at a level strongly lower from expectations. The figure of 6.542M was lower from the expected 7,2M. At the same time, NFP and Unemployment rate were postponed, due to a partial US Government “shutdown”. Markets have reacted to weaker economic data and renewed bets on multiple Federal Reserve rate cuts later this year, which has underpinned demand for longer dated government bonds and softened yields. The retracement in the 10-year yield reflects cautious sentiment on growth and inflation outlooks as traders await upcoming employment and macro releases. The yields reached their highest weekly level at 4,29%, but from Thursday the correction started, ending with Friday's weekly low at 4,16%. Still, yields are closing the week at 4,20%. For the week ahead the correction might continue, but only after the 4,2% is properly tested. This means a potential for another push toward the higher grounds, and return back toward the 4,2% or lower. It should be considered that NFP and Unemployment data were postponed for the week ahead, which might bring back some volatility in yields.

10Y BOND Expectation: 1 Week BOND has down trend, and it can continue. The bond starts the Decrease, and one more retest on 4.197% point, will be dangerous for the Bond and it can decrease till 4.089% point, for upside retest 4.283% point is the target, above this point, price will increase more.