Cottonwood is going to drop below 20F nearly if not every year. Average winter lows, about 30F, are actually colder than here. That's too cold for outside and will make protection outside a 4-5 month vigil. I'd do it in a pot and keep it in a sunny location inside in winter. We do get lots of winter sun. My citrus in a greenhouse produces big crops of very sweet fruit.

I have several potted citrus that spend 6 months in my sunroom in my slightly colder climate. They really suffer from scale insects while indoors, and I've thought about giving up on them, but when they produce, occasionally in abundance, the fruit is very tasty.

If I lived as close to citrus growing territory (Phoenix area) as you do though, I would just go on the occasional citrus harvesting trip to stay stocked up. Alas, I'm a good 7 hours drive from those warmer climes.

Marksgirl,

Here in central Florida my lemons (Meyer) do ok in the winter. The trees have seen as low as 22 degrees and survived though they did suffer some damage. Most years we get 3-5 frosts and a couple of nights that drop down to the upper 20's and other than some tip burn tolerate it well and bear abundant fruit. The freezes seem to be much more injurious than the frost as the freezes cause the trees bark to split. The oranges are tougher and as a rule don't sustain damage. My limes on the other hand screamed and dropped dead:)

Now I did not protect my trees but you can use a few misters in the branches and that will protect the tree on those cold nights from the increased warm air or if it is cold enough will wrap the tree in a blanket of ice. You can also use misters on the ground and the warmer than air water will provide some protection as the heat from the water rises. You can also plant the tree closer to the house and the house will help it some also.