In Nebraska state law requires that all stations offer E10 fuel (which can be offered along-side various octanes of fuel that don't contain ethanol). Its my understanding that the hotter burning ethanol will actually cause a slight (very marginal, tough to measure) DECREASE in fuel economy. I've been using E10 in mine and I seem to get about the same mileage as I did off of premium grade fuel. The price reduction and higher octane rating are worth a marginal decrease in fuel economy. My driving style has a much much larger impact.
It could be something else affecting your mileage however...
A couple years ago some local repair shops noticed a trend of cars coming in with weird engine problems and sluggish performance. After testing the fuel in each car's gas tank they noticed many of them had 75-90% water in their gas! They were able to track it back to a Sinclair gas station (at Galvin Rd & Mission Rd, in Bellevue, NE) whose gas tanks were tested and shown to contain 80-90% water

Turns out that a combination of some recent heavy rain and leaks in the tanks caused water to accumulate in the gas tanks under the station. The tanks were purged, presumably repaired, and refilled with 100% gas. Apparently the gas station did cover
some of the car repair costs caused by their "gas".
From this event I have learned a number of things:
- The octane ratings on fuel generally are only enforced and checked at the refinery and the tanker. In most places the octane is rarely verified by anyone at the pump.
- There is nothing in modern fuel pumps to detect water in gas.
- It takes a very high percentage of water to really cripple an engine.
- Small amounts of water ( < 25% ) can have a very small impact on performance and may be very tough to notice from a performance perspective. However, it can significantly impact fuel economy.
- Obviously, you pay for your "fuel" by volume even though there is no guarantee how much of the volume you paid for is actually gasoline.
Someone should really do something about this... but unfortunately the $300+ billion oil industry has a much louder voice than the consumer.