Or if you want all months within the range (not just the ones where the counts change), you can do this:

WITH SampleData (AccountNo, OpenDate, CloseDate) AS(

SELECT 1361677, '20121203', '20140102'

UNION ALL SELECT 1361771, '20121205', '20130219'

UNION ALL SELECT 1362409, '20121205', '20130117'

UNION ALL SELECT 1380003, '20121219', '20130108'

UNION ALL SELECT 1381801, '20121222', '20130129'

UNION ALL SELECT 1381181, '20121222', '20130715'

UNION ALL SELECT 1388490, '20121224', '20130715'

UNION ALL SELECT 1388637, '20121224', '20130705'

UNION ALL SELECT 1388718, '20121224', '20130715'

UNION ALL SELECT 1377409, '20121224', '20130108'

UNION ALL SELECT 1362215, '20121224', '20130715'

),

Tally (n) AS

(

SELECT TOP

(

SELECT 1+MAX(DATEDIFF(month, 0, CloseDate)-DATEDIFF(month, 0, OpenDate))

FROM SampleData

)

ROW_NUMBER() OVER (ORDER BY (SELECT NULL))

FROM (VALUES (0),(0),(0),(0),(0),(0),(0),(0),(0),(0)) a(n)

CROSS JOIN (VALUES (0),(0),(0),(0),(0),(0),(0),(0),(0),(0)) b(n)

)

SELECT YearMonth, TotalAccounts=COUNT(CASE WHEN LEFT(CloseDate, 6) <> YearMonth THEN 1 END)

FROM SampleData a

CROSS APPLY

(

SELECT YearMonth=CONVERT(VARCHAR(6), DATEADD(month, n-1, OpenDate), 112)

FROM Tally

WHERE n BETWEEN 1 AND 1+DATEDIFF(month, 0, CloseDate)-DATEDIFF(month, 0, OpenDate)

) b

GROUP BY YearMonth

ORDER BY YearMonth;