1. select whole row 1, and right click to open data validation dialog.
2. select allow as "whole number"
3. select data as "between"
4. set min as 1, max as 10.
5. click OK.
6. select whole column A, do same thing as step 1 ~ 5.
7. type 111 into A2, now it wouldn't show alert.

other information: values at range level are correct. something should be get trouble inside range.