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

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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.

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 - 3/2024

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 0~179($559) 0~209($654) 0~193($603) 0~196($612) 0~238($742) 0~204($636)

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 - 3/2024

Summary
Item Monday
Summary Tuesday
Summary Wednesday
Summary Thursday
Summary Friday
Summary Yearly
Summary

Range 0~178($557) 0~191($598) 0~197($615) 0~202($632) 0~224($698) 0~199($621)

Closed Up 945(48%) 1107(51%) 1064(49%) 1067(50%) 1091(52%) 5274(50%)

Closed Dn 936(48%) 964(45%) 1002(46%) 980(46%) 976(46%) 4858(46%)

Closed Uchg 79(4%) 81(4%) 89(4%) 67(3%) 40(2%) 356(3%)

Gapped up 125(6%) 124(6%) 132(6%) 112(5%) 115(5%) 608(6%)

Un-filled Gaps Up 40(32%) 27(22%) 20(15%) 27(24%) 40(35%) 154(25%)

Gapped Down 139(7%) 105(5%) 87(4%) 101(5%) 97(5%) 529(5%)

Un-filled Gaps Down 41(29%) 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%
356	5110	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%
	4701	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

Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average

Year Date Price Date Price Date Price Price

2022 01/03/2022 1.53300 10/24/2022 4.25000 12/30/2022 3.88000 2.95384

2021 01/04/2021 0.90700 03/30/2021 1.76500 12/31/2021 1.51200 1.44114

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

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