US 10-Year T-notes Futures CFTC COT Report Price, Chart & Factor Analysis Free Data & Analytics Access
MV.FACT.COT.US10Y in our API & Excel add-in to retrieve this data.US 10-Year T-notes Futures CFTC COT Report Forecast
US 10-Year T-notes Futures CFTC COT Report long-term forecast is aBUY since long-term trend is 100.00%. US 10-Year T-notes Futures CFTC COT Report price based on realized volatility has a forecasted price between 4,277,387.25 to 4,277,392.75 on a daily basis, 4,277,383.95 to 4,277,396.05 on a weekly basis, 4,277,377.41 to 4,277,402.59 on a monthly basis, and 4,277,346.40 to 4,277,433.60 on an annual basis.
US 10-Year T-notes Futures CFTC COT Report Price Chart
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Statistical Distribution of Returns
Filters
| Factor | Indicator | Criteria | Value | And (for Between) | Action |
|---|
| Statistic | Unfiltered | Filtered |
|---|
About US 10-Year T-notes Futures CFTC COT Report (Global)
US 10-Year T-notes Futures CFTC COT Report (Global) is tracked on MacroFinance with a live and historical price chart, weekly factor-return attribution, statistical analysis (return distribution, drawdowns and seasonality), and free downloadable historical data (the last 10 years as CSV or JSON, no login).
Last updated: October 18, 2026
Frequently asked questions
What is US 10-Year T-notes Futures CFTC COT Report?
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Free US 10-Year T-notes Futures CFTC COT Report historical data (last 10 years)
Browse or instantly download the last 10 years of US 10-Year T-notes Futures CFTC COT Report daily price history. A free account unlocks the full history, an Excel export with factors, and API access.
Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)
| Date | Close |
|---|---|
| 2026-10-13 | 5094030 |
| 2026-10-06 | 4970620 |
| 2026-09-29 | 4874710 |
| 2026-09-22 | 4979230 |
| 2026-09-15 | 4858200 |
| 2026-09-08 | 4528320 |
| 2026-09-01 | 4611420 |
| 2026-08-25 | 4845140 |
| 2026-08-18 | 4819780 |
| 2026-08-11 | 4884420 |
See how this market's returns behaved when a factor was in a given state, for example when Momentum was strong or bond yields were above 4%, and compare that with all periods.
Reading the chart
- Each bar is a return bucket; its height is the share of periods that landed there.
- All periods: every return in the date range.
- Matching periods: only the periods where all your filters were true. If orange shifts right of the grey, returns were better in that regime.
- Each period's return is the return over the following day, week or month (set by Timeframe), measured from the day the factor was read, so there is no look-ahead.
Adding a filter
- Factor: grouped the same way as the Factors section on this page (Quantitative, Country, Sector, …). Locked factors are listed but greyed out.
- Criteria: greater (>), greater or equal (≥), equal (=), smaller or equal (≤), smaller (<) or between two values.
- Value: depends on the factor.
- Momentum and Trend are signals from −1 to +1, picked as −100 to +100 in steps of 25.
- Mean Reversion is a z-score of price against its 250-day mean, picked in σ from −3 to +3.
- Everything else is a number you type. The line under the box shows the latest reading and its typical range over the last 10 years.
Add several filters to combine conditions; a period must pass every one. Narrow the window with the From/To dates or the 1Y / 5Y / 10Y / MAX buttons; Clear resets filters and dates.
Return statistics
- Unfiltered vs Filtered: all periods vs matching periods.
- Average return, Std dev and Sharpe are annualised (252 days, 52 weeks, 12 months, 6 two-month periods, 4 quarters).
- Maximum drawdown compounds non-overlapping periods; in the Filtered column it assumes you held only while the condition was true.
- Min, 25th percentile, median, 75th percentile and max are per period, not annualised.