Assuming Excel 2010 and that the Menu is used.
http://www.techonthenet.com/excel/questions/cond_format1_2010.php
Select the Ragne of cells for the tri-color
Follow this but instead of the Greater than > choose the rule Between
Then reselect the range of cells again.
Skip to the step of Manage Rules
From here you can Add the two other colors. This allows you to see all of the values so that there is not any cross over.
This is using the wizard, great tool for beginners.
There is a disadvantage to using the wizard:
In my case, Datamining against a database can produce large Excel worksheets of tens of thousands of rows with conditional formatting on 20 columns.
This can add up to 10K rows * 20 columns * 4 rule colors per cell = 800,000 Conditional Format rule caculations. These kind of limits can affect any worksheet change in an unexpected way.
When useing VBA to evaluate the same process one time during the worksheet creation (as the data is pulled in using VBA automation) the worksheet can be set up with zero Conditional Formatting rules.
If only small sets of data are used, no real problem.
If the project takes on many Conditional Formats on larger data sets, consider a different approach.