A 10-year yield can be split into two pieces: the average short rate the market expects over ten years, plus a premium for bearing the uncertainty of locking money up that long. The second piece is the term premium, and it cannot be observed directly, only modelled.
It matters because a rise in long yields means different things depending on which piece moved. Higher expected policy rates is a growth or inflation story. A higher term premium is a supply, uncertainty or demand story, and it tightens financial conditions without the fomc doing anything.
Example: the 10-year yields 4.35%. A model says expected average short rates are 3.95%, so the term premium is 40 bp. Heavy quarterly-refunding supply pushes the premium to 70 bp and the 10-year yield to 4.65% with no change in Fed expectations.
Related: expectations-hypothesis, forward-rate, quarterly-refunding, nominal-yield, yield-curve