Duration changes according to the yield to maturity.

Of course, thats because the yield to maturity is the rate you can discount by to match a bonds market value.

Can you discover a rule of thumb that estimates the Duration of a bond based upon maturity and YTM?

That would be very hard. Especially given that there are different coupon rates.

But lets say the coupon rate equals the YTM.

That would create a par value bond.

Create a data table or use some other method to see if you can find any rule of thumb.

Note: There is no right answer (but you must show work)