This report is provided by MacroTerms.com

Data as of: 2026-10-27 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)

DCE.RR(RR2612) Deep Analysis Report | Volume Surge, Open Interest Rise, Breaks Below 20-Day Lower Band | 2026-10-28

Main contract RR2612 is bearish. On 10-27, the settlement price was 3477, down 3.71% on the day, closing at 3478, directly breaking below the 20-day low of 3593 (excluding today's close), triggering the bearish signal in this report; meanwhile, main contract open interest increased by 13891 contracts to 18915, a typical volume-and-open-interest rise on the downside, with active short-side pressure. On the technical side, 5-day change -3.34%, 20-day change -3.55%; ATR14 at 24.57 points (0.71%), RV20 at 14.7%, high relative to ATR, indicating volatility expansion alongside the downtrend; price is at the 6.7% position within the 20-day range of 3467–3630, tightly near the lower band. Next pivot P 3477.33, S1 3467.67, R1 3487.67; current price is near P, the distance between S1 and current price is less than half an ATR, so it does not constitute an effective target. Invalidation condition: if the daily close returns above 3593 (the 20-day low excluding today), the bearish break is invalidated, shifting to an range-bound view.