Treasury bill and bond yields by tenor tell you what the market expects. Paste them, get the curve, the slope, the shape and the forward rates the curve implies — and overlay last month's to see what moved.
The forward between two tenors is the rate the curve implies for money invested from the first tenor to the second: ((1+r₂)t₂ ÷ (1+r₁)t₁)1/(t₂−t₁) − 1. Forwards above spot mean the market is pricing in rising rates.