Yes.
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A histogram
Yes, they do exist.
histogram
If you have calculated a histogram of your data, the mode is the interval with the highest relative frequency. If you have not created a histogram, and your dataset contains finite numbers (fixed decimal numbers), with some numbers repeating, then those numbers that repeat the most would be the mode. Otherwise, if you do not group your data, where you select an interval to calculate relative frequency, then a mode is not identifiable.
They are the class boundaries.