Let $(x_n)_{n=1}^\infty \subseteq \mathbb{R}$ be a Cauchy sequence of real numbers. Let $U \subseteq R$ be an open set - for simplicity, we can suppose $U$ is an open interval $(a,b)$. Is there a condition only involving the sequence $(x_n)$ that is equivalent to the limit $x = \lim_{n \to \infty} x_n$ being inside $U$?
The obvious candidate would be: "there is $N \in \mathbb{N}$ such that for all $n \geq N$, we have $x_n \in U$". While this is necessary, it is not sufficient - e.g. if $U = (0,1)$, the sequence $x_n = 1/n$ satisfies this condition, but the limit $x = 0 \notin U$.
Yes. One could be "there exists $\;\epsilon>0\;$ s.t. for any
$$n\in\Bbb N\;,\;\;x_n\in(a+\epsilon,\,b-\epsilon)"$$
In fact, the above condition can be weakened to
$$\;\exists\,\epsilon>0\;\,\exists\,N\in\Bbb N\;\;s.t.\;\;\forall\,n>N\,,\,\,x_n\in(a+\epsilon,\,b-\epsilon)\;$$