I have tied a few bobber stops onto my line for when I want to mark the depth. They're just something like a snell knot on a plastic tube that you slip on the line, slip the plastic tube out and cinch down. they're really cheap too.
However, most of the time I don't even use em. If I'm fishing deep I sound the hole and pull up to where I want and set the trap as is....no trouble in re-setting the same way, and usually I'll pull it up a tad as time goes by if I don't get anything.