An advanced feature of Dynamic Debuggers.
While executing application the debugger collects information which source commands were exected (files, lines). After the run this is used to display which paths of the application have been covered by the run and which not.
This is especially useful when writing a testsuite, as execution of the testsuite allows the developer to determine if all parts of the tested application or package have been exercised by the tests.
This is related to Hotspot Analysis. The latter is an extension of this analysis, by not only remembering which lines were executed, but also how often.