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📅 2026-09-29 · COMEX白银 · 单品种早报 旧覆盖策略

本报告来源: MacroTerms.com

数据截止: 2026-09-29

Silver (SI=F) Deep Dive | 2026-09-29: Contango Widens as Selloff Deepens | 2026-09-29

Silver closed at 61.14 on 2026-09-29, down 0.94% on the day and 4.76% the prior session, extending a sharp corrective phase from recent highs. The market is now 10.47% below its 20-day peak (DD20d) and 51.43% below its 52-week high (DD52w), with 20-day volatility at 35.65% and a negative 30-day Sharpe of -1.38. The term structure remains in contango (M1-M2: -0.26, -0.42%), signaling ample near-term supply, while the gold-silver ratio at 68.14 sits in the 66th percentile of its 1-year range, highlighting silver's relative underperformance. Managed money net length stands at 13,309 contracts (netPct 12.5%), with crowding at 55.01, suggesting positioning is moderately long but not extreme. The 10-year Treasury yield at 5.24% and DXY at 101.18 continue to pose headwinds. Near-term, we see a balanced risk-reward with support at 60 and resistance at 64.24 (pivot P). We outline two tactical strategies: a long scalp near 60.5 and a short on rallies to 63.5, both with tight stops. Key events include Fed speakers and JOLTS data.

往期早报

2026-10-11:单品种Silver (SI=F) Deep Dive | LONG: Rebound Off 58.73 Low, Pivot P 60.653 Holds | 2026-10-11 查看 2026-10-10:单品种Silver (SI=F) Deep Dive | Bullish Breakout Play | 2026-10-10 查看 2026-10-09:单品种旧覆盖策略Silver (SI=F) Deep Dive | Bullish Rebound on Oversold Technicals | 2026-10-09 查看 2026-10-08:单品种旧覆盖策略Silver (SI=F) Deep Dive | Long on Oversold Bounce | 2026-10-08 查看 2026-10-07:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-10-07 — Base-building above 60, LONG into 63.1 | 2026-10-07 查看 2026-10-06:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-10-06 — Bearish: 20D Downtrend Intact, 61.45 Pivot Caps | 2026-10-06 查看 2026-10-05:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-10-05 — Bearish, 59.99 Floor Under Pressure | 2026-10-05 查看 2026-10-04:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-10-04 — Bearish Below 60.95, Sellers Control the Tape | 2026-10-04 查看 2026-10-03:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-10-03 — Bearish: 20-Day Channel Floor at Risk | 2026-10-03 查看 2026-10-02:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-10-02: Bearish, 60.26 Support Under Pressure | 2026-10-02 查看 2026-10-01:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-10-01 — Bearish: 20-Day Channel Floor at Risk | 2026-10-01 查看 2026-09-30:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-09-30 — Bearish, 20-Day Channel Floor at 61 Under Siege | 2026-09-30 查看 2026-09-28:单品种旧覆盖策略Silver Deep Dive | Range-Bound, 64.24 Pivot in Focus | 2026-09-28 查看 2026-09-27:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-09-27 — Long the 62.75–63.89 Retest, Invalidation 62.75 | 2026-09-27 查看 2026-09-26:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-09-26: Range-Bound Amid Macro Crosscurrents | 2026-09-26 查看 2026-09-25:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-09-25: $63 Support Tested as Real Yields Bite | 2026-09-25 查看 2026-09-24:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-09-24 | Consolidation Amid Macro Crosscurrents | 2026-09-24 查看 2026-09-23:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-09-23: Rangebound, 66 Pivot in Focus | 2026-09-23 查看 2026-09-22:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-09-22: Consolidation After Rally, 65.8 Support in Focus | 2026-09-22 查看 2026-09-21:单品种旧覆盖策略Silver (SI=F) Deep Dive | 2026-09-21: Rally Tests Pivot Resistance | 2026-09-21 查看

⟠ 本月策略回测表现

每日早报 AI 观点逐日跟踪结算 · 止损/目标客观撮合

* 回测基于日报交易观点逐日结算:止损/目标先到为准,窗口末按收盘平仓。过往表现不代表未来收益。