Is there a particular reason for you to use EBS ? Instance Store are recommended because they improve performances by reducing the I/O throttling.
An other thing you should be aware of is that replicating the data to all node reduce your performance, it is more or less like if you had only one node (at performance level I mean).
Also, writing to different datacenters probably induce some network latency.
You should give the EC2 instance type (m1.xlarge / m1.large / ...) if you want some feedback about the 2500 w/s, and also give the mean size of your rows.