How do I merge intervals in TSQL?

Question

I have a table that contains the following intervals of big integers:

start_point	end_point
4999999995	4999999995
5000000000	5000000009
5000000000	5099999999
5000000010	5000000010
5000000011	5000000025
5000000026	5000000045
5090090903	5090090903
6000000000	6000000000

What I need is a TSQL query that merges these intervals, so they would be disjoint without any overlaps. In this case the result I am looking for is

start_point	end_point
4999999995	4999999995
5000000000	5099999999
6000000000	6000000000

Answer 1

Thank you for everyone's effort on trying to answer my question. In the end I have managed to find a solution that uses a cursor. I'm aware of the fact that cursors are slow, but it still turned out to be faster than using nested selects or recursive CTEs. Below is my solution

    DECLARE @start_point BIGINT, @end_point BIGINT;

    DECLARE @merged_intervals TABLE (start_point BIGINT, end_point BIGINT);

    DECLARE interval_cursor CURSOR FAST_FORWARD
    FOR
    SELECT start_point, end_point
    FROM myTable
    ORDER BY start_point;

    OPEN interval_cursor;
    FETCH NEXT FROM interval_cursor INTO @start_point, @end_point;

    WHILE @@FETCH_STATUS = 0
    BEGIN
        DECLARE @merged_start_point BIGINT, @merged_end_point BIGINT;
        SET @merged_start_point = @start_point;
        SET @merged_end_point = @end_point;
        FETCH NEXT FROM interval_cursor INTO @start_point, @end_point;
        WHILE @@FETCH_STATUS = 0 AND @start_point <= @merged_end_point
        BEGIN
            IF @end_point > @merged_end_point
                SET @merged_end_point = @end_point;
            FETCH NEXT FROM interval_cursor INTO @start_point, @end_point;
        END;
        INSERT INTO @merged_intervals (start_point, end_point)
        VALUES (@merged_start_point, @merged_end_point);
    END;

    CLOSE interval_cursor;
    DEALLOCATE interval_cursor;