Large parallel (<or=100 mV/m) and perpendicular (<or=600 mV/m) electric fields were measured in the Earth's bow shock by the vector electric field experiment on the Polar satellite. These are the first reported direct measurements of parallel electric fields in a collisionless shock. These fields exist on spatial scales comparable to or less than the electron skin depth (a few kilometers) and correspond to magnetic-field-aligned potentials of tens of volts and perpendicular potentials up to a kilovolt. The perpendicular fields are amongst the largest ever measured in space, with energy densities of epsilon0E2/nkBTe of the order of 10%. The measured parallel electric field implies that the electrons are demagnetized, which may result in stochastic (rather than coherent) electron heating.