First the part you already know:
HDR Mode
When you activate HDR Mode you get to choose Auto or +/- 1EV or 2EV or 3EV. The camera shoots 3 consecutive shots and then compiles the finished image, which is a 4th image, and you can keep or discard the initial 3 images.
Exposure Bracketing
You can set bracketing at 2, 3, 5, or 7 shots and move that group up or down the Exposure Compensation Scale scale by up to 7 stops.
Then, you must move the bracketed images to development software to compile a final image.
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EB seems like it gives you more, alot more, to work with but also requires far more effort to produce a final image.
Do you have a preference? Have you been satisfied with in-camera HDR, or does it fall short since it uses only 3 images and relies on the now 7 year old Digic 6+ processor?

