If the market wants 6% and the bond only pays a 3% coupon, the only way to make the maths work is for the price to fall until the combination of coupons plus price accretion equals 6%. That bond is trading at a discount.
For a trader, discount bonds carry more of their return as capital gain and less as income, and they tend to have higher duration than a same-maturity bond with a fat coupon, so they move more.
Example: a 3% coupon bond with five years left, priced to yield 6%, trades around 87.2. You pay $872 per $1,000 face, collect $30 a year, and receive $1,000 at maturity. The $128 of accretion supplies most of the return.
Related: premium-bond, par-value, yield-to-maturity, zero-coupon-bond, coupon