Here is my shot at the solution.

CREATE TABLE #Temp

(TNID INT, TN BIGINT);

INSERT INTO #Temp

SELECT 3011170, 4402787100

UNION ALL SELECT 3011170, 4402787101

UNION ALL SELECT 3011170, 4402787102

UNION ALL SELECT 3011170, 4402787103

UNION ALL SELECT 3011171, 4402787104

UNION ALL SELECT 3011171, 4402787105

UNION ALL SELECT 3011175, 4402787118

UNION ALL SELECT 3011175, 4402787119

UNION ALL SELECT 3011175, 4405165555

UNION ALL SELECT 3011175, 4405165556

UNION ALL SELECT 3011175, 4405165557

UNION ALL SELECT 3011175, 4405165558

UNION ALL SELECT 3011175, 4409447976;

with rCTE as (

select

row_number() over (order by (select null)) rn,

t1.TNID,

t1.TN

from

#Temp t1

left outer join #Temp t2

on t1.TNID = t2.TNID and t1.TN = t2.TN + 1

where

t2.TNID is null

union all

select

rn,

t1.TNID,

t1.TN

from

#Temp t1

inner join rCTE t2

on t1.TNID = t2.TNID and t1.TN = t2.TN + 1

)

select TNID, min(TN) TN1, max(TN) TN2 from rCTE group by rn, TNID order by rn,TNID;

go

drop table #Temp;

go