Quant Report for 2010-02-05

Updated 6:30am EST - Global equity markets are significantly down across the board. US equity futures continue yesterday's selloff. US treasuries are making fresh 2010 highs along with the US dollar. This is a clear sign of flight to quality. Metals are the weakest commodity on the week, maintaining a clear downward trend. Gold and silver are breaking down through support levels. Crude is relatively unchanged at the $73/barrel level. In the currency markets, the US dollar is breaking out of resistance levels. The Canadian dollar is weakest of the majors so far today. Employment figures are due out of Canada and the US at 7am and 8:30am EST respectively.