You can use analytic functions - LAG, LEAD, and COUNT() OVER to your advantage, if they are supported by your SQL implementation. SQL Fiddle here.
WITH EndsMarked AS (
SELECT
FIELD_A,
FIELD_B,
CASE WHEN FIELD_D = LAG(FIELD_D,1) OVER (ORDER BY FIELD_B)
THEN 0 ELSE 1 END AS IS_START,
CASE WHEN FIELD_D = LEAD(FIELD_D,1) OVER (ORDER BY FIELD_B)
THEN 0 ELSE 1 END AS IS_END
FROM T
), GroupsNumbered AS (
SELECT
FIELD_A,
FIELD_B,
IS_START,
IS_END,
COUNT(CASE WHEN IS_START = 1 THEN 1 END)
OVER (ORDER BY FIELD_B) AS GroupNum
FROM EndsMarked
WHERE IS_START=1 OR IS_END=1
)
SELECT
FIELD_A,
MIN(FIELD_B) AS GROUP_START,
MAX(FIELD_B) AS GROUP_END
FROM GroupsNumbered
GROUP BY FIELD_A, GroupNum;