A study of event-shape observables in proton-antiproton collisions at s√=1.96  TeV is presented. The data for this analysis were recorded by the CDF II Detector at the Tevatron Collider. The variables studied are the transverse thrust and thrust minor, both defined in the plane perpendicular to the beam direction. The observables are measured using energies from unclustered calorimeter cells. In addition to studies of the differential distributions, we present the dependence of event-shape mean values on the leading-jet transverse energy. Data are compared with pythia Tune A and to resummed parton-level predictions that were matched to fixed-order results at next-to-leading-order (NLO) accuracy (NLO+NLL). Predictions from pythia Tune A agree fairly well with the data. However, the underlying event contributes significantly to these observables, making it difficult to make direct comparisons to the NLO+NLL predictions, which do not account for the underlying event. To overcome this difficulty, we introduce a new observable, a weighted difference of the mean values of the thrust and thrust minor, which is less sensitive to the underlying event, allowing for a comparison with NLO+NLL. Both pythia Tune A and the NLO+NLL calculations agree well within the 20% theoretical uncertainty with the data for this observable, indicating that perturbative QCD successfully describes shapes of the hadronic final states.