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MRCI's Futures Highlight - Mexican Peso(CME)

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MRCI's Futures Highlight - 10-Year T-Notes(CBOT)

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.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by Commodity Research Bureau

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 - 6/2021
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 0~147($459) 0~149($465) 0~160($500) 0~190($594) 0~173($539) 0~164($512)

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 - 6/2021
Summary
Item
Monday
Summary
Tuesday
Summary
Wednesday
Summary
Thursday
Summary
Friday
Summary
Yearly
Summary
Range 0~174($543) 0~187($584) 0~192($600) 0~198($618) 0~221($690) 0~195($608)
Closed Up 896(49%) 1044(52%) 981(49%) 1001(51%) 1029(52%) 4951(51%)
Closed Dn 860(47%) 884(44%) 942(47%) 904(46%) 896(46%) 4486(46%)
Closed Uchg 78(4%) 79(4%) 86(4%) 66(3%) 39(2%) 348(4%)
Gapped up 123(7%) 123(6%) 131(7%) 110(6%) 115(6%) 602(6%)
Un-filled Gaps Up 39(32%) 27(22%) 20(15%) 27(25%) 40(35%) 153(25%)
Gapped Down 136(7%) 105(5%) 87(4%) 101(5%) 97(5%) 526(5%)
Un-filled Gaps Down 41(30%) 21(20%) 17(20%) 29(29%) 31(32%) 139(26%)

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%
348 4801 142 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%
4339 145 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 - May 10, 2021
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2020 03/09/2020 0.39800 01/02/2020 1.90300 12/31/2020 0.91700 0.88370
2019 09/03/2019 1.42900 01/18/2019 2.79900 12/31/2019 1.91900 2.13549
2018 01/02/2018 2.42500 10/05/2018 3.24800 12/31/2018 2.68600 2.91275
2017 09/07/2017 2.03400 03/13/2017 2.61500 12/29/2017 2.40500 2.32811
2016 07/06/2016 1.33600 12/15/2016 2.62100 12/30/2016 2.44600 1.83504
2015 01/30/2015 1.65100 06/10/2015
06/26/2015
2.48900 12/31/2015 2.26900 2.13406
2014 10/15/2014 1.87800 01/02/2014 3.03400 12/31/2014 2.17000 2.52702
2013 05/01/2013 1.61000 12/31/2013 3.03600 12/31/2013 3.02600 2.34062
2012 07/24/2012 1.39400 03/20/2012 2.39700 12/31/2012 1.75600 1.78606
2011 09/23/2011 1.69600 02/09/2011 3.74400 12/30/2011 1.87100 2.75785
2010 10/08/2010 2.33400 04/05/2010 4.01300 12/31/2010 3.30500 3.19869
2009 01/02/2009 2.15900 06/11/2009 4.01400 12/31/2009 3.84300 3.25096
2008 12/18/2008 2.03800 06/13/2008 4.32400 12/31/2008 2.24400 3.64264
2007 12/04/2007 3.84000 06/13/2007 5.31600 12/31/2007 4.03500 4.62632
2006 01/18/2006 4.28900 06/26/2006
06/28/2006
06/29/2006
5.24500 12/29/2006 4.71000 4.79112
2005 06/03/2005 3.80300 03/23/2005 4.69300 12/30/2005 4.39500 4.28271
2004 03/17/2004 3.65000 05/14/2004 4.90400 12/31/2004 4.21600 4.25880
2003 06/16/2003 3.07400 08/14/2003 4.66800 12/31/2003 4.25700 4.00067
2002 10/10/2002 3.55900 04/02/2002 5.47500 12/31/2002 3.81800 4.58701
2001 11/07/2001 4.22000 05/29/2001
05/30/2001
5.54000 12/31/2001 5.07000 5.02279
2000 12/22/2000 5.02000 01/20/2000
01/21/2000
6.79000 12/29/2000 5.12000 6.02587
1999 01/14/1999 4.63000 12/31/1999 6.45000 12/31/1999 6.45000 5.64984
1998 10/05/1998 4.16000 04/29/1998 5.81000 12/31/1998 4.65000 5.25885
1997 12/19/1997
12/22/1997
5.72000 04/11/1997
04/14/1997
6.98000 12/31/1997 5.75000 6.35124
1996 01/18/1996 5.53000 07/05/1996 7.06000 12/31/1996 6.43000 6.44391
1995 12/29/1995 5.58000 01/09/1995 7.89000 12/29/1995 5.58000 6.57004
1994 01/12/1994 5.60000 11/07/1994 8.05000 12/30/1994 7.84000 7.08836
1993 10/15/1993 5.19000 01/07/1993 6.76000 12/31/1993 5.83000 5.86649
1992 10/01/1992 6.23000 03/13/1992 7.71000 12/31/1992 6.70000 7.00722
1991 12/31/1991 6.71000 06/12/1991
07/09/1991
8.36000 12/31/1991 6.71000 7.85813
1990 12/12/1990 7.91000 05/02/1990 9.09000 12/31/1990 8.08000 8.55008
1989 08/01/1989 7.74000 03/20/1989
03/21/1989
9.53000 12/29/1989 7.93000 8.49151
1988 02/10/1988 8.11000 08/25/1988 9.41000 12/30/1988 9.14000 8.84952
1987 01/09/1987
01/20/1987
01/21/1987
7.01000 10/16/1987 10.23000 12/31/1987 8.83000 8.39442
1986 08/29/1986 6.95000 01/13/1986 9.49000 12/31/1986 7.23000 7.67088
1985 12/27/1985 8.99000 03/18/1985 12.02000 12/31/1985 9.00000 10.61345
1984 11/23/1984 11.24000 05/30/1984 13.99000 12/31/1984 11.55000 12.45508
1983 05/04/1983 10.12000 08/08/1983 12.20000 12/30/1983 11.82000 11.10602
1982 12/31/1982 10.36000 02/09/1982 14.95000 12/31/1982 10.36000 12.99476

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