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Data as of: 2026-10-08 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
上期所 氧化铝主力连续(SHFE.AO)深度分析报告 | 增仓下跌、净空收敛,偏空 | 2026-10-09
方向偏空:氧化铝主力 M2701 在 10-08 结算 2696 元/吨、当日跌 0.37%,主力持仓增 7879 手至 224622 手,名义持仓日增 4.23 亿元,呈增仓下跌、空头主动格局;前20席位净空 7108 手但日减 3734 手,空头未形成合力,故为偏空而非趋势性看空。价格处 20 日通道 2639–2822 的 25.1% 低位,5 日 -0.26%、20 日 -0.85%,ATR14 45.36 元(1.69%),RV20 18.6%,波动收敛。夜盘 10-08 21:05~10-09 01:00 收 2687,较结算 -0.33%,未收复 2692.33 枢轴。方向失效条件:结算价站上 2707.67(R1)并伴随主力持仓回落,或跌破 2639(20 日低点)后空头集中减仓。
This brief is published in Chinese. The English translation is being prepared.
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