New Zealand goes into its World Cup quarterfinal with faultless form, burgeoning belief in it title chances, and yet with a knowledge that it could all come to a sudden end on Saturday.
Riding a wave of form and confidence which has carried them through pool play unbeaten and borne along by unprecedented public support, McCullum said the Kiwis are having "the greatest time of our lives" ahead of the quarterfinal against the West Indies.
"The brand of cricket we've played has really captivated New Zealand and is starting to make people around the world sit up and take notice of how we go about our work," McCullum said.
The skipper also realizes everything could come unstuck Saturday.
"We're realistic that that could happen," McCullum said. "We're certainly not fearful. I don't think you can be fearful of anything in this game. It's a competition between two teams and a competition between bat and ball.
"If West Indies turn up tomorrow, someone plays a match-winning inning which is good enough to overcome and upset our best, then I can live with that."
In spite of the high stakes, McCullum was reluctant to call the match the most important of his career.
"One of the things which we've worked really hard on over the last six to 12 months is being able to make sure we still head into pressure games with the same level of preparation and confidence and understanding of what works for us so we can go out there and exhibit our skills and that's what tomorrow is going to present for us as well," McCullum said.
"It's a big game, but we'll go out there and enjoy the moment, enjoy the stage that we'll be presented and a full house at Wellington and hopefully we perform accordingly."