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

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 - 8/2023
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	0~254($793)	0~264($826)	0~264($825)	0~283($884)	0~289($904)	0~271($848)

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 - 8/2023
Summary Item	Monday Summary	Tuesday Summary	Wednesday Summary	Thursday Summary	Friday Summary	Yearly Summary
Range	0~178($556)	0~191($597)	0~196($613)	0~202($631)	0~223($698)	0~198($620)
Closed Up	935(48%)	1092(51%)	1046(49%)	1053(51%)	1079(52%)	5205(50%)
Closed Dn	922(48%)	949(45%)	990(47%)	965(46%)	959(46%)	4785(46%)
Closed Uchg	78(4%)	81(4%)	89(4%)	67(3%)	39(2%)	354(3%)
Gapped up	125(6%)	124(6%)	132(6%)	112(5%)	115(6%)	608(6%)
Un-filled Gaps Up	40(32%)	27(22%)	20(15%)	27(24%)	40(35%)	154(25%)
Gapped Down	138(7%)	105(5%)	87(4%)	101(5%)	97(5%)	528(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%
354	5043	154	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%
	4629	154	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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