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Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
DCE.RR粳米2611深度分析 | 破20日高但驱动不足 | 2026-10-08
方向结论:中性观望。DCE.RR粳米2611结算价3620(2026-09-30),突破此前20日高点3617,5日+0.28%、20日+1.06%,20日通道位置81.8%,但ATR14仅11.21(0.31%)、RV20仅2.3%,突破幅度不足半个ATR,属低波动区间上沿试探而非趋势启动。主力持仓23417手(+946),增仓幅度有限;美元指数101.85(-0.32%)、美债10年期5.27%(-0.79%)构成温和外部支撑,但缺乏中国相关宏观头条与产业驱动。方向失效条件:结算价有效跌破枢轴S1 3608并伴随持仓增加,或有效站上R1 3628且ATR14放大至15以上。
This brief is published in Chinese. The English translation is being prepared.
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