I thru-hiked the CDT NOBO this year. If you go NOBO (and you should! Glacier is the best possible finishing point, and NM in the spring is nice), a 20-degree bag should suffice. I used a 15-degree quilt and was warm every night. Our coldest night on the entire trip was maybe 25ish, and I doubt I had more than 5 or 6 nights below freezing the entire trip. I had way more cold nights on the PCT than on the CDT.
Of course, we were really careful about campsite selection (always in trees if possible, always up out of valley bottoms if possible, never above treeline, yadda yadda. Most other thru-hikers seemed to throw down anywhere, and I saw a lot of other hikers' journal entries reporting nights in the low 20s, frozen water bottles, etc. Not us.).
Anyway, if you go north, you should find that the CDT is no colder than the PCT. Maybe even warmer. Now, if you go south, that's a whole different story, and you will probably have many, many cold nights in Colorado and NM.