## First approach ##
You might try this approach in Mathematica.

Let's generate some bivariate data:

    data = Table[RandomVariate[BinormalDistribution[{50, 50}, {5, 10}, .8]], {1000}];

Then we need to load this package:

    Needs["MultivariateStatistics`"]

And, now:

    EllipsoidQuantile[data, {0.9}]

gives an output that defines a 90% confidence ellipse. The values you obtain from this output are in the following format:

    {Ellipsoid[{x1, x2}, {r1, r2}, {{d1, d2}, {d3, d4}}]}

x1 and x2 specify the point at which the ellipse in centered, r1 and r2 specify the semi-axis radii, and d1, d2, d3 and d4 specify the alignment direction.

You can also plot this:

    Show[{ListPlot[data, PlotRange -> {{0, 100}, {0, 100}}, AspectRatio -> 1],  Graphics[EllipsoidQuantile[data, 0.9]]}]

## Second approach ##
This approach is based on the smooth kernel distribution.

These are some data distributed in a similar way to your data:

    data1 = RandomVariate[BinormalDistribution[{.3, .7}, {.2, .3}, .8], 500];
    data2 = RandomVariate[BinormalDistribution[{.6, .3}, {.4, .15}, .8], 500];
    data = Partition[Flatten[Join[{data1, data2}]], 2];

We obtain a smooth kernel distribution on these data values:

    skd = SmoothKernelDistribution[data];

We obtain a numeric result for each data point:

    eval = Table[{data[[i]], PDF[skd, data[[i]]]}, {i, Length[data]}];

We fix a threshold and we select all the data that are higher than this threshold:

    threshold = 1.2;
    dataIn = Select[eval, #1[[2]] > threshold &][[All, 1]];

Here we get the data that fall outside the region:

    dataOut = Complement[data, dataIn];

And now we can plot all the data:

    Show[ContourPlot[Evaluate@PDF[skd, {x, y}], {x, 0, 1}, {y, 0, 1}, PlotRange -> {{0, 1}, {0, 1}}, PlotPoints -> 50],
    ListPlot[dataIn, PlotStyle -> Darker[Green]],
    ListPlot[dataOut, PlotStyle -> Red]]

The green colored points are those above the threshold and the red colored points are those below the threshold.

![enter image description here][1]


  [1]: https://i.sstatic.net/ITM29.jpg