I am currently using a workaround where I create recurring events for each of the separate days in the event, but I would like to just create one recurring event that spans over 7 days. As is, the events show a separate visual block for each day, creating more visual noise than is desired.
Recurring events that span multiple days are not supported in SharePoint 2010 Calendars.
To test I tried creating one with a SharePoint 2010 Calendar connected to Outlook 2010. On an Exchange Calendar in Outlook, I can create this type of recurring event. When performing the same creation activity on a Sharepoint calendar I received the following message: