I think I might have found a solution (although it does not include one of the programmes mentioned by you):
In the program "Mystat" (which is a free student-version of "Sysstat", downloadable here: http://www.systat.com/MystatProducts.aspx), you can create scatterplots and these have the function "confidential ellipse" in the "options"-sheet, where you can define the p level according to your needs.
I attach an example of the graph I created yesterday (p = 0.95) and hope that this is also what you were looking for.
I wish you all the best and good success with your thesis.