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データ基準日: 2026-10-16 · 決済基準: 取引所最終日次決済価格

RSS3=F Deep Dive | LONG: 20D uptrend intact, 447.47 pivot is the line | 2026-10-19

We are LONG RSS3=F with invalidation on a daily close below 447.47 (next-session S1). The prior session settled at 450.1 [settle 2026-10-16], up 1.08% on the day, holding the 20-day uptrend (+4.31% over 20D) despite a 0.86% five-day pullback from the 468.2 20-day high. The contract sits at 52.2% of its 20-day channel (430.3–468.
2) and 0.02% below the next-session pivot of 450.13, so the market is balanced at the pivot but the higher-highs/higher-lows structure from the 445.2 low is intact. ATR14 is 8.21 (1.82% of price, full daily range) and RV20 is 18.9%, so a stop at 444.83 (next S2) is roughly 0.6 ATR below the pivot and a break of 452.77 (next R1) opens 455.43. Fundamentals carry no supply-demand block for this issue, so the call rests on price structure and cross-asset context: copper/gold at the 92.46% 1Y percentile signals a pro-growth backdrop, while oil/gold at the 100% 1Y percentile shows commodities broadly bid versus gold. The week-ahead China data (GDP, IP, retail, LPR) is the main event risk; a downside surprise beyond the stated thresholds would test 447.47 first. No Asia print was available for this issue, so intraday observations are labelled with their as-of time only.