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데이터 기준일: 2026-10-16 · 결제 기준: 거래소 결제가(베이징 시간 15:00 종가, 전일 결제 대비)

CZCE.AP(AP2701) In-depth Analysis Report | Bearish bias: rising open interest breakout, shorts in control | 2026-10-17

Direction conclusion: bearish bias. Apple AP2701 [10-16 settlement] 6096, close 5998 (-3.32% vs previous settlement), 5-day -13.44%, 20-day -20.24%; daily close broke below the prior 20-day low of 6113; 20-day range 5992–7550, position only 0.4%, hugging the lower bound. On drivers, open interest is at the 100th percentile over the past year; front-month notional open interest 101.6亿元, daily change +5.04亿元 (open interest +8411 hands, price change -3.32%), showing a falling price on rising open interest with shorts in control; top-20 seats net short 6,624 hands, widening by 705 hands vs the prior day, short concentration rising. Technically, ATR14 is 182.57 (3.04%), RV20 28.9%, pivot P 6171.33, S1 6062.67; after breaking below S1, downside room opens. Invalidation condition: daily close back above 6229.67 (R1) accompanied by a pullback in open interest.