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Backport PR #36118: REGR: ensure closed attribute of IntervalIndex is preserved in pickle roundtrip

@lumberbot-app lumberbot-app bot added this to the 1.1.2 milestone Sep 4, 2020
@simonjayhawkins simonjayhawkins added Interval Interval data type IO Pickle read_pickle, to_pickle labels Sep 4, 2020
@simonjayhawkins simonjayhawkins merged commit 820218d into pandas-dev:1.1.x Sep 4, 2020
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Interval Interval data type IO Pickle read_pickle, to_pickle

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