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Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
大商所 苯乙烯主力连续(DCE.EB)深度分析报告 | 2026-10-08
方向结论:偏多。核心逻辑在于节前空头集中回补推动价格脱离低位,而成本端与库存结构尚未转弱,节后补库预期仍存。截至2026-09-30结算,EB主力收9892、结算9810,5日+3.89%、20日+7.93%,20日通道位置47%,ATR14为389.79(3.94%),RV20为35%,价格处于枢轴P 9846.33上方。主力持仓304348手,单日减少48987手,主力名义持仓150.5亿元、日变-24.23亿元,呈减仓上涨特征,属空头回补而非多头主动增仓。前20席位多单减32870手、空单减23544手,净多23019手、净减9326手,多空同步离场。上一根已收盘周线(09-28至09-30)收9892、周涨1.66%,尚未形成周线级别突破。方向失效条件:结算价有效跌破S1 9659.67并伴随持仓回升,则回补动能衰竭,转为中性观望。
This brief is published in Chinese. The English translation is being prepared.
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