Often pycnoclines are associated with thermoclines in the open oceans. This because the exact position and slope for both depend upon the distribution of salinity.(Thomas)
There is one thermocline more, the Diurnal thermocline. Diurnal thermoclines can form anywhere. It only should hae enough heating during the day. But they extend only up to depths of about 10-15 metres and the temperature differences across them don't get higher than 1-2°C, normally.(Thomas)