Below is the link for support of MTM to IE9. In the table, 'Details
of Supported Vs Not Supported Scenario’s In IE9' there is a 6th Point,
'Record in IE9 mode on an application that uses new IE9 features and controls and playback in IE9 Standard Mode'. It is mentioned that it is not supported by Microsoft. However, i tried it with below configuration and it did not give any issues.
Win 7, VS 2010 Ultimate with SP1, AUT: .Net application [MVC3, Ajax Calls,Jscript has been used]
I recorded the Coded UI script in IE9 Standard mode and played it back in IE9 standard mode. [Not compatibility mode]