You can check this as well. Slightly improved version. Is n't it ?

DECLARE @test-2 TABLE

( VARCHAR(5), Period INT, Data VARCHAR(10))

INSERT INTO @test-2

SELECT 'A',5,'data'

UNION ALL SELECT 'A',6,'data'

UNION ALL SELECT 'A',8,'data'

;WITH CTE AS (

SELECT [Key], Period, Data, FirstPeriod=MIN(Period) OVER (partition by , n), LastPeriod=MAX(Period) OVER (partition by , n)

FROM (

SELECT , Period, Data, n=Period-ROW_NUMBER() OVER (PARTITION BY ORDER BY Period)

FROM @test-2) a

)

SELECT [Key], Period, Data, FirstPeriod, LastPeriod

FROM CTE a;

Thank you.