Let $(X,d)$ be a metric space. A chain in $X$ from $p$ to $q$ is a finite sequence of points in $X$, $\{x_0,x_1,...,x_n\}$ s.t. $x_0=p$, $x_n=q$ and $d(x_i,x_{i+1})\leq \epsilon$ for $i=0,1,...,n-1$. $X$ is called $\epsilon$ chainable if there exists an $\epsilon$ chain for any two points $p,q\in X$.
We need to prove that if $X$ is connected then it is $\epsilon$-chainable for any $\epsilon >0.$ For this purpose, we define a sequence of subsets of $X$ as shown: let $B_0=\{x\}$ and $B_{n+1}=\{z\in X\vert \exists b\in B_n s.t. d(z,b)<\epsilon\}$. To show that $X$ is $\epsilon$-chainable for any $\epsilon >0$ we need to show that $\cup_{n=0}^{\infty}B_n$ is a clopen set.
My attempt: $\cup_{n=0}^{\infty}B_n$ is open as the union of open sets and $B_0\subset B_1$. How to prove that $\cup_{n=0}^{\infty}B_n$ is closed?