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Q:

o2 sensor on 1999 Ford F-250 Super Duty

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where are the o2 sensors located and are there any special tools required to replace them?
(1) Answer
The heated oxygen sensors are located after the exhaust manifolds and before the catalytic converters. The catalyst monitor sensors (also often referred to as "oxygen sensors") are located directly after the catalytic converters.

Why are you seeking to replace them? Share your diagnosis or reasoning, as many times oxygen sensors are needlessly recommended and fix nothing for you.