MRCI hopes this profile of the CBOT 30-Year Treasury Bonds 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 30-Year Treasury Bonds 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. (from futstats, but I don't currently have it available for include)
MRCI's Nearby Futures Range Detail for 30-Year T-Bonds(CBOT) from 1/1978 - 8/2023
Calendar Year
Monday Avg Rng
Tuesday Avg Rng
Wednesday Avg Rng
Thursday Avg Rng
Friday Avg Rng
Yearly Avg Rng
1978
0~097($303)
0~083($261)
0~110($344)
0~095($298)
0~117($365)
0~101($315)
1979
0~153($477)
0~154($481)
0~168($526)
0~156($488)
0~179($561)
0~162($507)
1980
1~052($1163)
1~069($1214)
1~035($1109)
1~071($1222)
1~094($1293)
1~064($1199)
1981
1~052($1164)
0~283($886)
0~277($865)
0~277($867)
0~273($853)
0~296($925)
1982
0~312($974)
0~249($778)
0~240($751)
0~249($779)
0~236($736)
0~257($802)
1983
0~210($658)
0~188($587)
0~177($552)
0~184($575)
0~173($542)
0~186($581)
1984
0~161($504)
0~155($485)
0~177($555)
0~166($519)
0~205($640)
0~173($541)
1985
0~186($580)
0~183($573)
0~191($596)
0~193($602)
0~239($748)
0~198($620)
1986
1~054($1169)
1~043($1135)
1~036($1114)
1~048($1149)
1~053($1166)
1~047($1146)
1987
0~299($933)
1~001($1004)
0~285($889)
0~293($916)
1~004($1014)
0~304($951)
1988
0~203($633)
0~205($639)
0~224($701)
0~200($624)
0~273($853)
0~221($691)
1989
0~170($530)
0~183($572)
0~162($507)
0~181($566)
0~264($825)
0~192($601)
1990
0~209($652)
0~200($624)
0~204($636)
0~205($642)
0~268($839)
0~217($679)
1991
0~149($467)
0~163($511)
0~179($561)
0~199($623)
0~248($776)
0~188($588)
1992
0~167($521)
0~202($631)
0~183($573)
0~206($643)
0~243($760)
0~200($625)
1993
0~223($695)
0~228($714)
0~201($627)
0~233($729)
0~281($878)
0~233($728)
1994
0~218($680)
0~256($799)
0~247($771)
0~263($823)
1~006($1020)
0~263($822)
1995
0~193($602)
0~231($721)
0~221($690)
0~262($819)
0~312($974)
0~245($765)
1996
0~198($618)
0~231($723)
0~244($762)
0~260($813)
1~018($1056)
0~256($798)
1997
0~159($498)
0~221($689)
0~209($654)
0~230($720)
0~267($836)
0~218($682)
1998
0~272($849)
0~238($743)
0~234($730)
0~255($797)
0~274($856)
0~254($793)
1999
0~228($713)
0~248($775)
0~233($728)
0~276($863)
0~302($943)
0~258($806)
2000
0~236($736)
0~264($824)
0~272($851)
0~299($936)
0~300($938)
0~275($859)
2001
0~266($830)
1~001($1003)
1~024($1074)
1~031($1097)
1~031($1097)
1~008($1024)
2002
0~311($972)
1~053($1165)
1~065($1202)
1~065($1204)
1~076($1239)
1~051($1160)
2003
1~085($1266)
1~119($1371)
1~083($1259)
1~149($1464)
1~094($1294)
1~106($1331)
2004
0~264($826)
0~289($903)
1~000($1001)
0~295($921)
1~138($1430)
1~006($1018)
2005
0~234($732)
0~283($885)
0~288($899)
0~278($868)
0~316($988)
0~281($877)
2006
0~176($551)
0~227($709)
0~233($728)
0~229($717)
0~260($813)
0~226($708)
2007
0~246($768)
0~247($773)
0~276($862)
0~297($927)
0~309($965)
0~276($861)
2008
1~205($1642)
1~198($1618)
1~221($1690)
1~243($1760)
1~218($1681)
1~217($1678)
2009
1~161($1505)
1~189($1592)
1~250($1781)
1~246($1768)
1~240($1749)
1~218($1680)
2010
1~044($1138)
1~123($1386)
1~122($1381)
1~101($1317)
1~122($1382)
1~104($1324)
2011
1~162($1507)
1~187($1585)
1~199($1623)
1~203($1634)
1~173($1539)
1~185($1579)
2012
1~059($1184)
1~075($1235)
1~121($1377)
1~094($1293)
1~150($1469)
1~100($1314)
2013
1~031($1096)
1~027($1083)
1~087($1271)
1~058($1182)
1~117($1365)
1~064($1200)
2014
0~288($898)
0~304($951)
1~023($1072)
1~040($1124)
1~028($1088)
1~009($1028)
2015
1~254($1794)
1~269($1841)
1~235($1736)
1~269($1839)
1~273($1853)
1~260($1812)
2016
1~146($1456)
1~204($1636)
1~241($1752)
1~251($1784)
1~265($1827)
1~223($1696)
2017
0~320($999)
1~074($1230)
1~083($1260)
1~038($1118)
1~036($1112)
1~047($1147)
2018
0~300($939)
1~013($1041)
1~037($1115)
1~020($1064)
1~013($1040)
1~013($1041)
2019
1~068($1212)
1~065($1203)
1~066($1206)
1~147($1458)
1~081($1252)
1~085($1266)
2020
1~286($1895)
1~280($1875)
1~255($1796)
1~248($1776)
1~289($1903)
1~271($1848)
2021
1~093($1292)
1~090($1280)
1~127($1396)
1~120($1375)
1~144($1449)
1~115($1359)
2022
1~303($1946)
2~006($2017)
1~300($1938)
2~006($2020)
1~287($1897)
1~309($1964)
2023
1~169($1529)
1~171($1535)
1~170($1532)
1~210($1655)
1~199($1623)
1~184($1576)
What other characteristics do 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. (from futstats, but I don't currently have it available for include)
MRCI's Nearby Futures Summary for 30-Year T-Bonds(CBOT) from 1/1978 - 8/2023
Daily Percent Change Summary for 30-Year T-Bonds(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%
321
5002
641
78
14
1
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%
4630
652
87
8
1
0
0
0
0
0
0
0
The table below represents yearly low, high, last yield in the cash market for the
CBOT 30-Year Treasury Bonds futures contracts. Quotes are from daily cash market price activity.