I don't want to be a smartass, but look at http://en.wikipedia.org/wiki/Interval_(mathematics) Can you specify why that link is not helpful, and what you don't understand?
http://www.purplemath.com/modules/setnotn.htm Set notation. This will help you read the wiki article. Need to know where you at with it to be able to help. Do you understand (a, b] means a isn't included in the interval but b is?
(a, b) means "all numbers strictly between a and b". It can also be written as [itex]\{x| a< x< b\}[/itex]. [a, b) means "all numbers strictly between a and b and the number a. It can also be written as [itex]\{x| a\le x< b\}[/itex]. (a, b) means "all numbers strictly between a and b and the number b. It can also be written as [itex]\{ x| a< x\le b\}[/itex]. [a, b] means "all numbers strictlhy between a and b and both the number a and the number b. It can also be written as [itex]\{x| a\le x\le b\}[/itex]. In short, all of these contain the interval between a and b. "[" and "]" mean "include this end point". "(" and ")" mean "do not include this point".