I believe you must be referring to Bierce's "An Occurrence at Owl Creek Bridge." This is probably his most famous and most frequently anthologized story, which in itself ought to prove that it is very well crafted. I don't believe that Bierce provides any clues to warn the reader of what is going to happen at the end. Any foreshadowing or forewarning or any other sort of "clues" would, in my opinion, spoil the truly shocking and surprising and harrowing ending. The reader must believe that the hanged man actually escaped and made it all the way to his home. Then the reader feels a jolt which is very much like the jolt of being hanged himself, and he realizes that time has practically stood still from the moment the condemned man falls until the small amount of slack in the rope is taken up and his neck is broken. It may seem unfair to deceive the reader so audaciously, but life is unfair--and that was one of the things the cynical, misanthropic Ambrose Bierce believed and intended to prove in his story. As I said, I am assuming that your question relates to Bierce's "An Occurrence at Owl Creek Bridge."