How can the line width of the error bar caps in Matplotlib be changed?

I tried the following code:

(_, caplines, _) = matplotlib.pyplot.errorbar(
    data['distance'], data['energy'], yerr=data['energy sigma'],
    capsize=10, elinewidth=3)

for capline in caplines:
    capline.set_linewidth(10)
    capline.set_color('red')

pp.draw()

Unfortunately, this updates the color of the caps, but does not update the line width of the caps!

The resulting effect is similar to the "fat error bar lines / thin caps" in the following image:

It would be nice to have "fat" bar caps, in the case; how can this be done, in Matplotlib? Drawing the bar caps "manually", one by one with plot() would work, but a simpler alternative would be best.

This is based on @joaquin's answer, but a little more concise (if you just want plain error caps with no special styling):

distance = [1,3,7,9]
energy = [10,20,30,40]
sigma = [1,3,2,5]

plt.errorbar(distance, 
    energy, 
    sigma, 
    capsize=5, 
    elinewidth=2,
    markeredgewidth=2)