You can build and hold "tension," as a strict literary device, through structure: just the right punctuation at just the right time, and well-placed breaks (chapter, story [***], paragraph, sentence) that leave the reader hungry for more.
I've posted an article on the above at the following site:
Please check it out, and remember:
To write well, you must work hard. To succeed in this tough gig, you mustn't be lazy.