Here is another option that appears to work for the given test data:

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 basedata as (

select

TNID,

TN,

TN - row_number() over (order by TNID, TN) as grp

from

#Temp

)

select

TNID,

min(TN) as TN1,

max(TN) as TN2

from

basedata

group by

grp, TNID

;

go

drop table #Temp;

go