How can I prevent EC2 instance termination by Auto Scaling?

Question

I would like to prevent EC2 instance termination by Auto Scaling feature if that instance is in the middle of some sort of processing.

Background:
Suppose I have

Answer 1

Amazon has finally addressed this issue in a simpler way. There is now "instance protection" where you can mark your instance as protected and it will not be terminated during a "scale in".

See https://aws.amazon.com/blogs/aws/new-instance-protection-for-auto-scaling