How does the white rodgers thermostat type IE30-910 work? i think mine is broken and i want to fix it.?

My heat quit working, so i checked my furnace. The pilot light is still burning fine so i checked the thermostat. The mercury is moved to cut the system on, but it does not spark and I think i see where a connection may be broke. i used a piece of aluminum foil to make the connection to see if that was it, but that did not work either. So now i don't know if there is something else i can do or what. The connection i am refering to is at the end of the mercury. There are three prongs sticking out of the gl and wires are connecting the bottom two prongs.