declare @b table(CI NVARCHAR(10) NOT NULL, DateTimeStarted datetime NOT NULL, n int identity,  primary key(CI , n));
declare @e table(CI NVARCHAR(10) NOT NULL, DateTimeCompleted datetime NOT NULL, n int identity, primary key(CI , n));

with t as ( select *  from @SourceData)
insert @b
  select CI, DateTimeStarted from t where not exists( select * from t as t0 where t0.CI = t.CI and ( t0.DateTimeStarted < t.DateTimeStarted and t.DateTimeStarted <= t0.DateTimeCompleted and t0.n <> t.n ) or (t0.DateTimeStarted = t.DateTimeStarted and t0.n < t.n ) ) order by CI, DateTimeStarted asc

select * from @b;

with t as ( select *  from @SourceData)
insert @e
  select CI, DateTimeCompleted from t where not exists( select * from t as t0 where t0.CI = t.CI and ( t0.DateTimeStarted <= t.DateTimeCompleted and t.DateTimeCompleted < t0.DateTimeCompleted and t0.n <> t.n ) or ( t.DateTimeCompleted = t0.DateTimeCompleted and t0.n > t.n ) ) order by CI, DateTimeCompleted asc

select * from @e;

select b.DateTimeStarted, e.DateTimeCompleted
  from @b as b inner join @e as e on e.CI = b.CI and e.n = b.n