A lattice is a set with a partial order, where every pair has a unique upper and lower bound.
As far as I can tell, there is nothing in the definition that forces the set to be discrete. In particular, the real numbers with their usual partial order and upper/lower bounds seems to fit the definition. But all the examples I've come across are discrete, which makes me wonder if I've missed something. (e.g. Wikipedia)
In a lattice, every pair must have a least upper bound (called join) and greatest lower bound (called meet), that is different from it being unique. There can be many upper bounds or lower bounds. The join or meet of a pair however, is unique.
The reals are in fact a particularly nice kind of lattice: