A simple solution would be to use smart collections - create collections for each price range and the products will automatically live in the collection.
Then you can link the price range to the smart collection.
If you want to add another filter variable, you can tag your products, than add /tag-name to the end of the url and link to the collections filtering by that tag.
It can get complex pretty quick, so if you're doing multiple filtering variables you might want to try an app solution.
Karlie here from the Shopify Guru Team! Although the set up you have shown above may be achievable with some custom coding, you would need to inquire with a Shopify Expert to see if this type of customization could be done on your storefront. Shopify Experts are developers, designers, marketers and photographers that you can hire to help you with aspects of your business. You can check out our Shopify Experts, here!
I may have found a couple of work-arounds that could help you have a similar type of functionality on your storefront. My first recommendation would be to use our guide to manually adjust your storefront to allow your customers to filter through your products. You can enable sorting by price, alphabetically, by date and with best sellers by using this method.
There are also quite a few apps in the Shopify App Store that might work for you. You could look into apps that would allow you to apply filters to your product and collection pages. I have a few in mind that I would recommend checking out; Smart Product Filter, Product Filter & Search and Filter Cat.
You could also use an app that would help you add a pricing chart or table to your storefront, if that's what you're looking for. If so, you can check out Product + Packages Price Table and Elfsight Pricing Table.
I understand that these methods aren't exactly what you've been looking for - so I would be happy to send this feedback along to the appropriate team here at Shopify for you. I hope that this helps, but if you have any further questions - be sure to ask and I would be happy to help!
I honestly think that this is a basic functionality for an online store that has to be implemented by default in Shopify. Without using any collections, tags etc.
I recommend to Shopify developers to take a look at that.
Feel free to contact me if you'd like me to set this up for you, or give you some pointers (I'm a shopify developer)