The yield curve is a key component to understanding the economy. It reflects the cost of money over time and expectations about future economic conditions. This cost of money is what drives factory and manufacturing expansion or contraction, the housing market, prices for all goods. You name it - it's affected by this cost of money.
One of the key players is the Federal Reserve. By its actions, it helps set what that cost of money will be. This, in turn, is reflected in the Treasury interest rates. By understanding the current term structure of interest rates, we have a window into the possible economic future.
The data used in the the two tools on this site - the Yield Curve grapher and the Yield Curve Component Grapher - comes from the US Treasury site and can be accessed via: Government Data
This site, in turn, points to the Treasury Daily Yield Curve Rates pages at: Daily Yield Curve Rates. Here you find a full discussion of the data series and methodology for derivation.