I manage to do it with lots of tricks:
using Plots, LaTeXStrings, Plots.PlotMeasures
plot([0.5,1],[0,0],arrow=true,color=:black,linewidth=2, xticks=false, yticks=false,
showaxis=false, label="", bottom_margin = 10mm,)
annotate!([(0.65,0, (L"|", 14, :black))])
annotate!([(0.85,0, (L")", 14, :black))])
annotate!([(0.65,-0.1, (L"0", 10, :black))])
annotate!([(0.85,-0.1, (L"3", 10, :black))])
Another better version:
using Plots, LaTeXStrings, Plots.PlotMeasures
f(x) = 0.1
plot([0.5,1],[0,0],arrow=true,color=:black,linewidth=2, xticks=false, yticks=false,
ylims=(0,1), showaxis=false, label="", bottom_margin = 10mm)
plot!(f,0.5,0.85, fill=(0, 0.25, :blue), label="")
annotate!([(0.65,0, (L"|", 14, :black))])
annotate!([(0.85,0, (L")", 14, :black))])
annotate!([(0.65,-0.1, (L"0", 10, :black))])
annotate!([(0.85,-0.1, (L"3", 10, :black))])