I wrote an article on this that may help: http://financialexamhelp123.com/macaulay-duration-modified-duration-and-effective-duration/. Look under Macaulay Duration, I detail the effects of time to maturity, coupon rate, and YTM. The Reader’s Digest version is that at high YTM the cash flows far into the future have nearly zero present value, so they don’t affect the duration much; at low YTM, the cash flows far into the future have much higher present values, so they affect the duration a lot more.
If you’d like more visual representation, draw a typical price-yield curve, and notice that the slope is very steep (downward) when YTM is low, and nearly flat when YTM is high. (Yes, I know that modified or effective duration isn’t the slope of that curve – it’s the slope of the ln(price)-yield curve; for visualization the simpler curve works just fine. Don’t send letters.)