Daniel 9:26 And he shall confirm the covenant with many for one week: and in the midst of the week he shall cause the sacrifice and the oblation to cease, and for the overspreading of abominations he shall make it desolate, even until the consummation, and that determined shall be poured upon the desolate.

Although almost everyone believes that "Messiah the Prince" is Jesus, and the "prince that shall come" in verse 26 is the leader of the Roman empire, the "he" who confirms the covenant for one week (7 years) and then breaks it in the middle of the week (3-1/2 years) seems to be difficult to comprehend.  Numerous explanations have been offered, but narrow down to: 

Once again, the choice is between literal fulfillment, or trying to force some spiritualized preconceived notion to fit.  The answer is actually simple if you reason it out.  Did Jesus EVER make a contract with ANYONE for SEVEN YEARS?  Did he ever make a deal and renege on it?  "NO."  So, did any historical Roman conqueror make a SEVEN-YEAR agreement with Israel then break it 3-1/2 years later? "NO."  Well, that rules out the first two choices.  Who’s left?  The lack of any evidence proving either Jesus or the historic Romans made a seven-year contract with Israel, plus the obvious lack of fulfillment of the six stated purposes of the 70 years, forces literal interpreters to look to yet future fulfillment. 

In normal grammatical structure the antecedent of the pronoun "he" should be the nearest preceding possibility--in this case "the prince that shall come." Since Titus is dead, and there is no obvious historical fulfillment, and since the six goals set forth as the purpose of these 70 weeks still remain literally unfulfilled even after 70 AD, the conclusion reached by premillennial interpreters I've read is that "the prince that shall come" typifies a future prince ("he") that will establish a future 7-year contract with Israel--then break it "in the midst of the week."  

Some may have difficulty accepting prophetic Scripture having both immediate and long-range applications.  However, it is not unusual to have dual fulfillments.  Frequently, Old Testament prophets would begin prophesying on an immediate event, then telescope to a distant future time--totally ignoring intervening time.  In that sense, the immediate event or personage serves as the archetype of the ultimate event or personage.  The first example I can think of is Lucifer typified by the king of Babylon in Isaiah 14:

Isaiah 14:4-15 That thou shalt take up this proverb against the king of Babylon, and say, How hath the oppressor ceased! the golden city ceased!  The LORD hath broken the staff of the wicked, and the sceptre of the rulers.  He who smote the people in wrath with a continual stroke, he that ruled the nations in anger, is persecuted, and none hindereth.  The whole earth is at rest, and is quiet: they break forth into singing.  Yea, the fir trees rejoice at thee, and the cedars of Lebanon, saying, Since thou art laid down, no feller is come up against us.  Hell from beneath is moved for thee to meet thee at thy coming: it stirreth up the dead for thee, even all the chief ones of the earth; it hath raised up from their thrones all the kings of the nations.  All they shall speak and say unto thee, Art thou also become weak as we? art thou become like unto us?  Thy pomp is brought down to the grave, and the noise of thy viols: the worm is spread under thee, and the worms cover thee.  How art thou fallen from heaven, O Lucifer, son of the morning! how art thou cut down to the ground, which didst weaken the nations!  For thou hast said in thine heart, I will ascend into heaven, I will exalt my throne above the stars of God: I will sit also upon the mount of the congregation, in the sides of the north: I will ascend above the heights of the clouds; I will be like the most High.  Yet thou shalt be brought down to hell, to the sides of the pit.

The primary (immediate) application is to the king of Babylon.  As the prophecy moves along it becomes clear that this king typifies Lucifer who is later actually named.  The description applied equally to the king of Babylon in his day, and (by extension) ultimately to Lucifer.  

Another example would be some of the Psalms written by David about his own life experiences, but which also prophetically apply to the coming Messiah.  

Psalm 22:14-18  I am poured out like water, and all my bones are out of joint: my heart is like wax; it is melted in the midst of my bowels.  My strength is dried up like a potsherd; and my tongue cleaveth to my jaws; and thou hast brought me into the dust of death.  For dogs have compassed me: the assembly of the wicked have inclosed me: they pierced my hands and my feet.  I may tell all my bones: they look and stare upon me.  They part my garments among them, and cast lots upon my vesture.

Psalm 34: 19-20  Many are the afflictions of the righteous: but the LORD delivereth him out of them all.  He keepeth all his bones: not one of them is broken.