We present experimental evidence of ultra-high energy density plasma states with the keV bulk electron temperatures and near-solid electron densities generated during the interaction of high contrast, relativistically intense laser pulses with planar metallic foils. The bulk electron temperature and density have been measured using x-ray spectroscopy tools; the temperature of supra-thermal electrons traversing the target was determined from measured bremsstrahlung spectra; run-away electrons were detected using magnet spectrometers. The measured electron energy distribution was in a good agreement with results of Particle-in-Cell (PIC) simulations. Analysis of the bremsstrahlung spectra and results on measurements of the run-away electrons showed a suppression of the hot electrons production in the case of the high laser contrast. By application of Ti-foils covered with nm-thin Fe-layers we demonstrated that the thickness of the created keV hot dense plasma does not exceed 150 nm. Results of the pilot hydro-dynamic simulations that are based on a wide-range two-temperature EOS, wide-range description of all transport and optical properties, ionization, electron and radiative heating, plasma expansion, and Maxwell equations (with a wide-range permittivity) for description of the laser absorption are in excellent agreement with experimental results. According to these simulations, the generation of keV-hot bulk electrons is caused by the collisional mechanism of the laser pulse absorption in plasmas with a near solid step-like electron density profile. The laser energy firstly deposited into the nm-thin skin-layer is then transported into the target depth by the electron heat conductivity. This scenario is opposite to the volumetric character of the energy deposition produced by supra-thermal electrons.