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Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
中金所 2年国债主力连续(CFFEX.TS)深度分析报告 | 偏空与关键支撑 | 2026-10-08
本报告对中金所 2年国债主力连续(CFFEX.TS)的研判为偏空。核心逻辑在于价格持续运行于 20 日通道下沿,且 5 日与 20 日涨跌幅均为负值,显示短期与中期动能均偏弱。尽管当前价格接近枢轴 S1 支撑,但 ATR14 显示波动率极低,市场缺乏向上突破的动能。方向失效条件为价格有效站稳 102.62 上方,否则下行风险仍存。
This brief is published in Chinese. The English translation is being prepared.
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