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Of course. It's easy to remember: ##\mathrm{d} x^{\mu}## are vector components. So you getFrank Castle said:But the components of a tensor will change, right (i.e. ##T^{\mu\nu}(x)\rightarrow T'^{\mu\nu}(x')##).
$$\mathrm{d} x^{\prime \mu}=\frac{\partial x^{\prime \mu}}{\partial x^{\nu}} \mathrm{d} x^{\nu},$$
and each contravariant component of a multilinear indicates transformation like this, i.e.,
$$T^{\prime \mu \nu}= \frac{\partial x^{\prime \mu}}{\partial x^{\rho}}\frac{\partial x^{\prime \nu}}{\partial x^{\sigma}} T^{\rho \sigma},$$
where I use the holonomous basis
$$\boldsymbol{b}_{\mu} = \partial_{\mu},$$
which thus transforms as
$$\boldsymbol{b}_{\mu}'=\boldsymbol{b}_{\nu} \frac{\partial x^{\prime \nu}}{\partial x^{\mu}},$$
i.e., contragrediently to contravariant (upper index) components.
This implies that indeed the tensors themselves are invariant. You can easily check that indeed
$$\boldsymbol{T}=T^{\mu \nu} \boldsymbol{b}_{\mu} \otimes \boldsymbol{b}_{\nu} = T^{\mu \nu} \partial_{\mu} \partial_{\nu}$$
is invariant.