You cannot filter products by price when using the Products section of the Shopify admin, but there is a way to do what you are looking for using an automated collection as a workaround.
Simply create a new automated collection and use some conditions to create a filter. When saving the collection, make sure to disable it from the Online Store sales channel. After the collection is saved you can use it to find the list of products you're looking for.
Here's an example of how to get a list of products that are priced between $5-$50:
I know this isn't the most streamlined approach, but I figured it would be helpful! And you don't need an app to do it :)