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📅 2026-10-20 · 小麦 · 銘柄別深度レポート

本レポート提供元 MacroTerms.com

データ基準日: 2026-10-19 · 決済基準: 取引所最終日次決済価格

Wheat (ZW=F) Deep Dive | Bearish: 20-day low 656.25 broken, CBOT December ZWZ26 | 2026-10-20

Bearish CBOT December wheat (ZWZ26): the 2026-10-19 settle at 655.25 broke below the prior 20-day low of 656.25, confirming the 20-day downtrend (-9.84%) and leaving price at the 2nd percentile of its 654-729.5 range. The break is supported by a full contango term structure (M1-M2 -14.5, -2.15%, roll yield -8.59%) that signals ample nearby supply and penalizes longs, and by seasonality that is negative over the next 20 sessions (mean -1.46%, median -3.1%, up only 4 of 15 years). The last completed weekly bar (2026-10-12 to 2026-10-16) closed at 660.5, down 1.56% w/w, so the weekly trend was already negative before this break. The bias stays short while price holds below the NEXT pivot P 658.58; a daily close back above 663.17 (NEXT R1) invalidates the call and targets 671.08 (NEXT R2). Downside, a daily close below S1 650.67 targets S2 646.08. Intraday on 2026-10-20 no Asia print was captured, so no report-date level is quoted; all levels are settle-based. Key risk: realized vol is compressed at RV20 19.4%, so a supply-side headline could snap the move quickly - size accordingly.

過去のレポート

2026-10-19:銘柄別Wheat (ZW=F) Deep Dive | Short: 20-day low 661.5 broken, CBOT December ZWZ26 | 2026-10-19 見る 2026-10-18:銘柄別Wheat (ZW=F) Deep Dive | Bearish: 660.5 Settle Breaks 20D Low 661.5 | 2026-10-18 見る 2026-10-17:銘柄別Wheat (ZW=F) Deep Dive | Bearish: 660.5 settle breaks 20-day low 661.5 | 2026-10-17 見る 2026-10-16:銘柄別Wheat (ZW=F) Deep Dive | Bearish: 20D channel breakdown, sell rallies toward S2 658.92 | 2026-10-16 見る 2026-10-15:銘柄別Wheat (ZW=F) Deep Dive | Bearish: 20D -7.87%, S1 663 pivot defense fails | 2026-10-15 見る 2026-10-14:銘柄別Wheat (ZW=F) Deep Dive | Short: Bearish Momentum into 661.5 Support | 2026-10-14 見る 2026-10-13:銘柄別Wheat (ZW=F) Deep Dive | Short: 20D downtrend, sell rallies toward 656 | 2026-10-13 見る 2026-10-12:銘柄別Wheat (ZW=F) Deep Dive | Bearish drift toward the 20-day floor, 661.5 the line | 2026-10-12 見る 2026-10-11:銘柄別Wheat (ZW=F) Deep Dive | Bearish: 20D channel breakdown, sell rallies toward 647 | 2026-10-11 見る 2026-10-10:銘柄別Wheat (ZW=F) Deep Dive | Bearish on Curve Flip to Contango | 2026-10-10 見る 2026-10-09:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | Bullish on Supply Tightness | 2026-10-09 見る 2026-10-08:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | Bullish Rebound on Oversold Conditions | 2026-10-08 見る 2026-10-07:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | 2026-10-07 — Rebound Off 670.75, Long Bias Into 715 | 2026-10-07 見る 2026-10-06:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | 2026-10-06 — Long-side mean reversion from the 20-day base | 2026-10-06 見る 2026-10-05:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | 2026-10-05 — Bearish, 670.75 Pivot Is the Line | 2026-10-05 見る 2026-10-04:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | 2026-10-04 — Bearish, 670.75 Channel Floor Is the Line | 2026-10-04 見る 2026-10-03:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | 2026-10-03 — Bearish drift toward 670.75 channel base | 2026-10-03 見る 2026-10-02:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | 2026-10-02: Bearish, sellers control 670.75 | 2026-10-02 見る 2026-10-01:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | 2026-10-01 — Long-term floor, no reversal signal yet | 2026-10-01 見る 2026-09-27:銘柄別旧カバレッジWheat (ZW=F) Deep Dive | 2026-09-27 — Bearish Bias, 683.5 Support Under Pressure | 2026-09-27 見る

⟠ 今月の戦略バックテスト

日報AI取引アイデアを日次で客観精算 · ストップ/ターゲット自動判定

* バックテストは日報の取引アイデアを日次で精算:ストップ/ターゲットの先到を優先、期間末は終値で手仕舞い。過去の成績は将来を保証しません。