We experimentally demonstrate the trapping of a propagating Bose-Einstein Condensate in a Bragg cavity produced by an attractive optical lattice with a smooth envelope. As a consequence of the envelope, the band gaps become position-dependent and act as mirrors of finite and velocity-dependent reflectivity. We directly observe both the oscillations of the wave packet bouncing in the cavity provided by these spatial gaps and the tunneling out for narrow classes of velocity. Synchronization of different classes of velocity can be achieved by proper shaping of the envelope. This technique can generate single or multiple tunnel barriers for matter waves with a tunable transmission probability, equivalent to a standard barrier of submicron size.