OK, when you removed the button battery did you unplug the power supply from the wall? If you did not the motherboard can keep the BIOS settings by using the supplied power from the PSU to keep the BIOS settings. The user settings in the BIOS are stored on volatile memory which means it needs constant power to keep the memory from wiping itself. If the PSU is plugged in the the motherboard has power to keep the BIOS settings in the volatile memory preventing a wipe from occurring. When removing the battery leave the battery out for 5 mins to allow for any residual charge to be consumed then replace the battery.
It does seem odd though that the clear Cmos jumper did not work. Your manual should explain this but if not here is how to use the jumper: It is a 3 pin set up and for this case we will call them pin 1, pin 2 and pin 3. In default position the jumper is connected to pins 1 and 2, this allows the bios settings to be retained. To wipe the Cmos memory you would remove the jumper from pins 1 and 2 and put it on pins 2 and 3, then move the jumper back to pins 1 and 2. This is supposed to stop any electrical power from reaching the volatile memory in the BIOS chip allowing for it to be wiped.