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Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
DCE.BB(DCE.BB)深度分析报告 | 2026-10-08 低波动区间偏多 | 2026-10-08
方向偏多:DCE.BB 胶合板在极低波动与极低持仓背景下维持 20 日通道上沿运行,结算价 147.55 位于 20 日区间 73.8% 分位,5 日 +0.27%、20 日 +0.31% 呈缓慢抬升,ATR14 仅 1(0.68%),RV20 5.3%,价格结构偏强但缺乏放量确认。三条核心理由:一是价格连续站稳 20 日区间中轴上方,枢轴 P 147.78 与结算价仅差 0.23,短期重心上移;二是主力持仓 46(+1)显示资金小幅净增,配合价格上行属多头主动增仓性质;三是美元指数 101.85(-0.32%,2026-10-06)与美债收益率 5.269(-0.79%,2026-10-06)同步回落,对以人民币计价的中国板材估值形成边际支撑。方向失效条件:结算价有效跌破 S1 147.12 并连续两日收于其下方,或主力持仓由增转减且价格同步走弱。
This brief is published in Chinese. The English translation is being prepared.
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