Preheat the oven to 375°F (190°C).

Mix the whole wheat flour, rye flour, rolled oats, baking soda, and salt.

In a bowl, mix the yogurt and egg. Add to the flour mixture and start combining with a fork. When the mixture becomes uniform, knead by hand (I use a plastic glove to prevent sticking and avoid adding extra flour) to form a ball.

Place the dough on a baking sheet lined with parchment paper. Flatten the dough slightly to about 1 1/4 inches thick. Lightly flour the top of the dough and make a cross with a knife about 1/4 inch deep.

Bake for 40 to 45 minutes. When the bread is done, the bottom should sound hollow when tapped. Let it cool slightly or completely before slicing.

For a crispy crust, place a bowl of water in your oven while baking the bread.