Normally longer maturities yield more than shorter ones, because lenders want compensation for time. The curve steepens when growth or inflation expectations rise and flattens when the Fed hikes short rates.
The 2-year yield tracks expected federal-funds-rate policy; the 10-year tracks longer-term growth and inflation views. Their difference is the most watched spread; see inverted-yield-curve.
Example: the 2-year yields 4.8% and the 10-year yields 4.3%. The 2s10s spread is -0.5%, an inverted curve.
Related: inverted-yield-curve, federal-funds-rate, fomc, quantitative-tightening