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Data as of: 2026-10-08 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
SHFE.BU深度分析报告 | 突破20日高点,多头主动增仓 | 2026-10-09
当前SHFE.BU(M2611)方向明确偏多,核心驱动在于价格强势突破20日通道上沿且伴随显著增仓。截至10月8日结算价5402元/吨,沥青主力合约在10月8日盘中最高触及5571元/吨,收盘5557元/吨,成功站上20日高点5543元/吨,且20日涨幅达11.72%。技术面上,价格位于20日通道98.4%分位,ATR14为264.86元,显示波动率放大。基本面方面,虽然缺乏具体的库存与供需数据,但夜盘10月8日21:05至23:00的下跌并未改变整体多头趋势,且主力名义持仓增加12.78亿元,确认多头主动增仓性质。方向失效条件为价格有效跌破5261元(S1枢轴位)或20日均线支撑。
This brief is published in Chinese. The English translation is being prepared.
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