We can compare the payment-yield curves for bond3, bond10, and bond30.
The yield to maturity or internal rate of return is the yield that would be earned if the bond were purchased at the current market price and held until maturity. If we don't use any decimals, we get an exact result. Taking the price of the bond to be this payment, we get 0. It is the same for all three because their coupon rates and their next coupon payment days are identical. Here is the relationship between the duration and the coupon rate for a 30-year bond. The duration is more sensitive to coupon changes for long terms to maturity than for short ones. This shows the relationship between the various maturity issues.
The duration is more sensitive to coupon changes for lower coupon rates than for higher ones.