10-year note yield’s 30-day range narrows to 8 basis points—tightest since 1972

The assessment is based on the extremely high quality and relevance of the primary sources provided. The statement makes a specific, data-driven claim about the 30-day trading range of the 10-year US Treasury yield and a historical comparison. To verify this, one would need access to daily historical data for this specific security. Two of the provided sources, the Federal Reserve Economic Data (FRED) and the U.S. Department of the Treasury, are the definitive and most authoritative primary sources for this exact data. They provide the raw historical yields necessary to calculate rolling 30-day ranges and compare them back to 1972. The specificity of the claim ("8 basis points," "since 1972") suggests it is the result of a direct analysis of such data, rather than a general statement. The other sources are correctly identified as irrelevant, as they pertain to corporate bonds, money markets, or foreign government debt, and therefore do not contradict the claim. While the analysis itself is not provided, the existence of easily accessible, authoritative primary data that would allow for such a calculation lends high credibility to the statement. There is no conflicting evidence, making the statement very likely to be true.