I replaced my in in the summer its a 95 E320 and you can find it by taking out the floor mat on passanger side in front and you will see a blue thick wire this were you disconnect it, leading in the tunnel . I used an adjustable wrench there was no room for O2 socket. I paid around $120 bosch. Hope this helps.

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1995 E320
1998 E320
1999 E320 4Matic
2000 E320 4Matic
2000 ML320
2007 C230 Sport
2003 Cadillac CTS