In the following program you can see that for each value slightly less that .5 is rounded down, except for 0.5.

for (int i = 10; i >= 0; i--) {
    long l = Double.doubleToLongBits(i + 0.5);
    double x;
    do {
        x = Double.longBitsToDouble(l);
        System.out.println(x + " rounded is " + Math.round(x));
        l--;
    } while (Math.round(x) > i);
}

prints

10.5 rounded is 11
10.499999999999998 rounded is 10
9.5 rounded is 10
9.499999999999998 rounded is 9
8.5 rounded is 9
8.499999999999998 rounded is 8
7.5 rounded is 8
7.499999999999999 rounded is 7
6.5 rounded is 7
6.499999999999999 rounded is 6
5.5 rounded is 6
5.499999999999999 rounded is 5
4.5 rounded is 5
4.499999999999999 rounded is 4
3.5 rounded is 4
3.4999999999999996 rounded is 3
2.5 rounded is 3
2.4999999999999996 rounded is 2
1.5 rounded is 2
1.4999999999999998 rounded is 1
0.5 rounded is 1
0.49999999999999994 rounded is 1
0.4999999999999999 rounded is 0

I am using Java 6 update 31.