This is a tricky question and one that I would approach from two angles: first, from the POV of a coupon-bearing bond; and second, from a zero coupon POV. Duration will be affected by the time left to maturity (positive relationship, longer maturity ==> higher modified duration/sensitivity), coupon (negative relationship) as well as the bond’s original yield (negative relationship). If you do not know prevailing rates, you aren’t going to be able to calculate the duration of coupon bearing bonds; this is because duration changes as rates change. For example, as rates increase a bond’s duration will actually decrease, making the same bond less senstive to the same further rate increase than previously. For example, a bond trading at a premium is less sensitive to a decline in interest rates than a comparable par or discount bond, so the subjectivity involved in measuring a coupon bond makes the question nearly impossible. Without knowing the current level of rates, you will not know the duration of a coupon-bearing bond.
On the other hand, if you have a non-interest bearing bond like a zero, you could do this calculation since the only variable you’d be concerned with is the bond’s time left until maturity (no cashflows to worry about). So if you had a 1-yr, 5-yr and 10-yr bond you coud do the calculations to determine each bonds’ duration. A 10-yr bond would have an approximate modified duration of 10 (a 1% rise (fall) in interest rates would decrease (increase) the bond’s price by approximately 10%)