I have to use the definition of convergence only to prove this. This is my attempt on proving this statement:
Let $\epsilon >0$. Then, we know there is some $N\in\mathbb{N}$ such that for all $n \geq N$ we have $|x_n-L| < \epsilon$. Thus,
$$|x_n-L|<\epsilon$$ $$\Leftrightarrow L-\epsilon<x_n<L+\epsilon$$ Since $a \leq x_n \leq b$, we can deduce that $$L-\epsilon<b \implies > L<b+ \epsilon$$ $$a < L+\epsilon \implies a-\epsilon < L$$ And $a-\epsilon <L < b+\epsilon$. $\blacksquare$
This is as far as I can get but does the last statement imply that $a\leq L \leq b$? Since we can make $\epsilon$ as small as we want, $a-\epsilon <L < b+\epsilon$ will eventually becomes $a < L <b$ but it doesn't necessarily mean $a\leq L \leq b$.
EDIT: Also, how can I place my black box (QED symbol) to the corner?