The main reason is that domestic rubber has no pricing power. At present, most domestic commodity futures have no pricing power, which is greatly influenced by the external market. The foreign market is 24 hours. The domestic market is eight hours, so the transaction price in call auction before the market opens every day is often the price of Japanese rubber at that time, resulting in a rubber gap. There are many influencing factors, but it is best to look at the disk according to technical analysis. In the futures market, all macro factors will be reflected in the price trend. Accelerating the market and reversing the market can best reflect the effects brought by macro factors, which will be reflected on the disk. If anyone wants to discuss it, add it.

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