Cucumber beetles lay orange egg masses on the underside of leaves. They also munch holes in the same leaves. Removing by hand will control the damage, if diligent.
Scouting for Future Pests.
By Marie Iannotti, About.com Guide
Cucumber Beetle Eggs
Photo: © Marie Iannotti (2008) licensed to About.com, Inc.©2009 About.com, a part of The New York Times Company.
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