CONFPLOT is a linear plot utility, extending ERRORBAR to represent continuous confidence/error boundaries as a shaded gray area around the plotted line (i.e. taking advantage of the command 'area').
CONFPLOT(X,Y,L,U) plots the graph of vector X vs. vector Y with 'continuous' confidence/error boundaries specified by the vectors L and U. L and U contain the lower and upper error ranges for each point in Y. The vectors X,Y,L and U must all be the same length.
I really appreciated this as a starting point, however, like Raymond Reynolds wrote in a comment in 2006, it doesn't do well for overlapping intervals, because you cannot add/control the alpha of the shaded area. An easier, and more useful way to do the plotting is to replace the area with a patch command. This then allows you to directly control the shading and alpha of the area, the only caveat is that you must have bounded ends, so a check to set the first and last points to be the same in the shaded area is needed. I would be happy to send you my code that I edited to do this for you to update this, or (less desirable), I could upload my own version, but I think replacing with patches is a superior method and allows effective viewing of multiple shaded areas.