You can use TikZ; the manual is great and contains numerous examples; in the following example, the basic constructs are \node and \draw:
\documentclass{article}
\usepackage{tikz}
\begin{document}
\begin{tikzpicture}
% a straight line segment
\draw (0.5,0) -- (10.5,0);
% the ticks and their labels
\foreach \x in {1,...,10}
\draw[xshift=\x cm] (0pt,2pt) -- (0pt,-1pt) node[below,fill=white] {\the\numexpr\x +112\relax};
% the thicker segment
\draw[ultra thick] (2.06,0) -- (8.94,0);
% the labels
\node[fill=white,draw=black,circle,inner sep=2pt,label=above:{$L_1=114.06$}] at (2.12,0) {};
\node[fill=white,draw=black,circle,inner sep=2pt,label=above:{$L_1=119.94$}] at (8.9,0) {};
\node at (5.5,-0.8) {$\mu$};
\end{tikzpicture}
\end{document}

And here's a variation using pgfplots (which internally uses TikZ and is very useful for plots):
\documentclass{article}
\usepackage{pgfplots}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
axis y line=none,
axis lines=left,
axis line style={-},
xmin=112.5,
xmax=121.5,
ymin=0,
ymax=1,
xlabel=$\mu$,
scatter/classes={o={mark=*}},
restrict y to domain=0:1,
xtick={113,114,...,121}
]
\addplot table [y expr=0,meta index=1, header=false] {
114.06 o
119.94 o
};
\node[coordinate,label=above:{$L_1=114.06$}] at (axis cs:114.06,0.05) {};
\node[coordinate,label=above:{$L_2=119.94$}] at (axis cs:119.94,0.05) {};
\end{axis}
\end{tikzpicture}
\end{document}
