Are all stories set in the future science fiction?

No.

Admittedly most science fiction stories are set in the future but they could be (and have been) set in all possible variations of the chronological scale.

  • In the past
  • In the present
  • 'sideways in time'
  • 'Under time'
  • 'Over time'
  • suspended in time
  • and complete over-view of time