MRCI hopes this profile of the CBOT 10-Year T-Notes futures contract, with
its statistics and feature studies, will help you derive wise trading decisions from its presentation of
long-term perspective, computer analysis, and historical background. This additional history is designed
to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly
and monthly charts on this page depict prices for nearby contracts, which most closely reflect the
underlying cash market.
The table below offers a statistical analysis of historical daily trading in the CBOT 10-Year T-Notes futures.
The average range for each day of the week in each year and overall has been computed for purposes of comparison and
further insight into the dynamics of this market.
MRCI's Nearby Futures Range Detail for 10-Year T-Notes(CBOT) from 1/1982 - 2/2024
Calendar Year
Monday Avg Rng
Tuesday Avg Rng
Wednesday Avg Rng
Thursday Avg Rng
Friday Avg Rng
Yearly Avg Rng
1982
0~242($755)
0~216($675)
0~212($663)
0~221($692)
0~228($713)
0~223($698)
1983
0~180($562)
0~152($474)
0~144($449)
0~147($459)
0~144($449)
0~153($477)
1984
0~145($453)
0~135($423)
0~153($477)
0~142($444)
0~188($588)
0~153($477)
1985
0~168($523)
0~168($526)
0~170($533)
0~177($554)
0~220($687)
0~181($564)
1986
0~236($737)
0~237($741)
0~241($752)
0~248($774)
0~258($805)
0~244($762)
1987
0~218($681)
0~239($746)
0~208($649)
0~224($699)
0~235($735)
0~225($702)
1988
0~143($448)
0~153($479)
0~163($511)
0~146($458)
0~207($647)
0~163($509)
1989
0~139($434)
0~138($431)
0~131($410)
0~145($455)
0~218($681)
0~154($483)
1990
0~152($474)
0~145($452)
0~146($455)
0~150($470)
0~189($591)
0~156($489)
1991
0~110($345)
0~117($366)
0~130($406)
0~143($447)
0~183($570)
0~137($427)
1992
0~148($463)
0~179($561)
0~161($504)
0~181($565)
0~204($636)
0~175($546)
1993
0~153($477)
0~159($498)
0~137($427)
0~156($488)
0~200($626)
0~161($503)
1994
0~160($499)
0~182($569)
0~183($571)
0~192($600)
0~243($760)
0~193($602)
1995
0~132($411)
0~162($507)
0~166($519)
0~188($587)
0~231($722)
0~177($553)
1996
0~130($407)
0~157($490)
0~160($501)
0~177($554)
0~238($745)
0~174($542)
1997
0~107($334)
0~150($469)
0~133($416)
0~151($472)
0~185($577)
0~146($455)
1998
0~163($509)
0~143($446)
0~156($487)
0~167($521)
0~195($608)
0~164($513)
1999
0~150($469)
0~164($513)
0~154($481)
0~181($565)
0~207($648)
0~172($536)
2000
0~157($492)
0~175($547)
0~176($549)
0~200($626)
0~210($657)
0~184($576)
2001
0~179($559)
0~220($689)
0~235($734)
0~252($789)
0~244($761)
0~227($709)
2002
0~211($659)
0~253($789)
0~264($825)
0~268($838)
0~265($828)
0~253($790)
2003
0~262($819)
0~282($883)
0~261($815)
0~309($964)
0~275($858)
0~278($868)
2004
0~162($506)
0~186($581)
0~205($639)
0~187($585)
0~294($919)
0~207($648)
2005
0~136($426)
0~168($525)
0~170($531)
0~169($529)
0~194($608)
0~168($526)
2006
0~105($327)
0~136($425)
0~142($443)
0~135($423)
0~159($495)
0~136($425)
2007
0~157($490)
0~169($528)
0~184($576)
0~193($602)
0~202($630)
0~181($567)
2008
1~044($1137)
1~049($1154)
1~052($1162)
1~051($1160)
1~071($1222)
1~053($1167)
2009
0~271($848)
0~292($914)
1~008($1023)
1~005($1017)
1~014($1044)
0~310($970)
2010
0~212($661)
0~252($788)
0~249($779)
0~253($791)
0~262($818)
0~246($769)
2011
0~241($752)
0~264($824)
0~261($814)
0~277($867)
0~278($869)
0~265($827)
2012
0~165($517)
0~172($539)
0~191($597)
0~178($556)
0~205($639)
0~182($570)
2013
0~173($542)
0~171($535)
0~220($688)
0~198($620)
0~232($725)
0~199($622)
2014
0~152($475)
0~156($486)
0~202($632)
0~187($583)
0~187($583)
0~177($553)
2015
0~207($646)
0~225($705)
0~225($703)
0~224($701)
0~238($743)
0~224($700)
2016
0~175($548)
0~185($578)
0~211($659)
0~201($627)
0~226($707)
0~200($625)
2017
0~133($415)
0~151($473)
0~168($525)
0~142($443)
0~154($480)
0~150($468)
2018
0~124($386)
0~138($433)
0~150($470)
0~140($436)
0~139($435)
0~138($433)
2019
0~160($500)
0~165($514)
0~171($533)
0~213($665)
0~187($585)
0~179($560)
2020
0~195($609)
0~192($600)
0~177($553)
0~176($550)
0~203($634)
0~188($588)
2021
0~166($517)
0~154($482)
0~179($559)
0~175($548)
0~184($575)
0~172($537)
2022
0~293($914)
0~313($978)
0~314($983)
1~003($1011)
0~290($907)
0~307($960)
2023
0~239($745)
0~249($779)
0~269($840)
0~272($851)
0~272($849)
0~261($815)
2024
0~208($648)
0~223($696)
0~203($634)
0~205($641)
0~251($783)
0~218($680)
What other characteristics do CBOT 10-Year T-Notes futures exhibit for various days of the
week? We ran various studies for the last 180 calendar days of trading prior to trading prior to
expiration for each contract.
MRCI's Nearby Futures Summary for 10-Year T-Notes(CBOT) from 1/1982 - 2/2024
Daily Percent Change Summary for 10-Year T-Notes(CBOT)
UNCH
>0%- <1%
+1%- <2%
+2%- <3%
+3%- <4%
+4%- <5%
+5%- <6%
+6%- <7%
+7%- <8%
+8%- <9%
+9%- <10%
+10%- <20%
>+20%
356
5100
156
6
2
0
0
0
0
0
0
0
0
<0%- >-1%
-1%- >-2%
-2%- >-3%
-3%- >-4%
-4%- >-5%
-5%- >-6%
-6%- >-7%
-7%- >-8%
-8%- >-9%
-9%- >-10%
-10%- >-20%
<-20%
4691
155
2
0
0
0
0
0
0
0
0
0
The table below represents yearly low, high, last yield in the cash market for the
CBOT 10-Year T-Notes futures contracts. Quotes are from daily cash market price activity.
10-Yr Treasury Constant Maturity Rate - Nov 30, 2023
The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ... (1) average daily ranges by day of week (2)Â how often it tends to close higher/lower by day of week (3)Â how often it tends to gap up/down (4)Â historical summary of daily % of price change