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While this could already easily be accomplished using Twitter search, or through a client like TweetDeck, it now allows all users of the Web interface – still the most popular method for updating and tracking Twitter – to see everyone who mentions their username.
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This also means you should start to see all of the retweets that you generate, since those always start with something along the lines of “RT @adamostrow” or “Retweet @adamostrow.”