Today was the first time I took my drone past 10.000' and it was awesome-I was nervous !
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slowly but surely... Keep an eye on your transmission connection and adjust your antenna and or heading to improve it.

When doing distance flights, pay attention to wind speed and direction.  Make the outbound leg into the wind.  The Phantom may try to do a low battery rth, but you, being a human and not a dumb ai, will know that the return trip will be much faster, so you can safely cancel rth and continue.  If wind direction becomes a problem, try changing  altitude to find more favorable winds.  Wind speed and direction can change pretty dramatically at different altitudes.  Hot air balloon pilots use this to compete in precision flying competitions.

You guys with FCC rules have a real advantage! You have almost double signal strength than us CE guys.
It won't even help to buy a drone in the US and take it to Europe since transmitter power is automatically being changed according to the location.
It's not that I'm looking to fly that far but I'm looking for a more stable signal.

Someone please explain me how to tell my RC it is in the US!  

I'm in US jurisdiction (FCC). I took my bone stock P4P out 24,000 ft on a day with little to no wind. Came back fine and had perfect signal out and back.