sqlite use 2 columns as lower bound and higher bound, efficient lookup?

I'd like to create a table with 2 cols named lo, hi which are then integer. The number of raw can be quite big. Then I'd like find (select) all the rows where

`lookup>=lo && lookup<hi` 

I guess there must be some trick to make the lookup efficient.

Thanx in advance for any help Cheers, Phi