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데이터 기준일: 2026-10-16 · 결제 기준: 거래소 결제가(베이징 시간 15:00 종가, 전일 결제 대비)

CZCE.AP(AP2701) In-depth Analysis Report | Bearish: Position increase breaks support, shorts active | 2026-10-20

Bearish. Apple AP2701 [10-16 settlement] 6096, [10-16 close] 5998, single-day drop of 3.32%, 5-day -13.44%, 20-day -20.24%; daily close broke below the prior 20-day low of 6113, touching the 20-day channel lower band at 5992, with the 20-day position at only 0.4%. Main open interest 169448 lots (+8411), notional open interest 10.16 billion yuan, daily change +504 million yuan; a decline on rising open interest with shorts active; top-20 seats net short 9297 lots (expanded by 2673 lots vs. prior day) [10-19], corroborating the price decline. ATR14 is 182.57 (3.04%), RV20 is 28.9%, volatility rising. Next pivot P 6058, R1 6124, S1 5932 (derived from [10-16] H/L/C). Invalidation condition: daily close back above 6124 (next pivot R1) accompanied by a decline in open interest.