It's connected to the back of the engine -- the bell housing I recall. I was not watching when my mechanic replaced it. But it does indeed look somewhat like an RCA cable.

How is the conditition of the cable? Where mine connected to the engine, it looked like it had been chewed up.

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2008 E350 4matic / Black/Anthracite

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Gone but not Forgotten:
2001 E430 4matic, 206,xxx miles, Black/Charcoal
1995 E320, 252,xxx miles, Black/Grey
1989 260E, 223,00 miles, Black/Black