Bounded subset $S \subseteq R^n$ is bounded with respect to what metric ?
I have been reading several proofs where the theorem involves: "Suppose $S \subseteq R^n$ is a bounded subset in $R^n$". Recently, I saw this in a proof of the Bolzano Weierstrass theorem generalized to $R^n$. Here they used the fact that $S \subseteq R^n$ is bounded to state that any sequence $\{x_n\}$ in $S$ must have bounded coordinates $x_1 , x_2, \ldots, x_n$ so $|x_i| < K$ for $i = 1,2 \ldots, n$.
Indeed this make sense if the metric that the boundedness is with respect to is the Euclidean distance. However how can I be sure ? Is boundedness of $R^n$ always with respect to the Euclidean distance ? - Does all metrics satisfy that the coordinates are bounded in a sequence in a bounded subspace of $R^n$ ?