Here's an easy solution I found. It works very well, doesn't cost much and takes no special modifications on your bumper.
I went to Wall Mart and pick up a bunch of small (the very small) bungie cords. I wrapped one around the bumper inside the front-to-back frame. I then attached two, one on top and one on the bottom to the bungie cord and wrapped around the end of the bumper keeping the cap from ever coming off.
On my previous camper, I lost 3 of those end-camps while traveling. I finally got smart and started doing this. I've never lost another one. The only problem, every year, I need to replace the bungies because they do loose their stretchiness after exposure to heat, sun, rain, and cold. But this works very nice, no modifications, and doesn't cost but a couple dollars for the bungies. Here's about the best photo I could find. Hope this makes sense.
If you use the black bungies, you'll never see them, and put the clips on the side you can't see from behind.