If you use AEB on Shutter Priority mode, the camera will take the photo at three different apertures to give you the three different exposures. This is the best option to choose if you need to freeze motion at a fast shutter speed and depth of field is less of a concern.
Using AEB is the best method to use when things are happening quickly and you don’t want to spend any time looking at your LCD (known as “chimping”) after you make an image. When things are happening fast, chimping can cause you to miss a shot.