Things along the front range of the Rocky Mountains start to change at that time of the year (mid September). You could even get snow ! All the broods of the smaller mayflies like the baetis will be tiny, like #24 tiny and only on certain rivers with a massive hatch will the fish key on them and become selective. Most all of the insects are about ready to pack it in for winter and serious hatches are for the most part over for the season. Fish will not be overly selective, but their feeding habits will change with the temperature drops and the fish seem to wait for "Bankers Hours" to become active..The good thing is that they will be on the lookout for the opportunity to gobble some food after things warm up a bit, so don't be overly anxious to start at daybreak and I wouldn't worry too much about the fly I was using. Make it easy on yourself and pick a fly you can cast well and see well, something about a size # 14.
When it's dead in the wee hours of the morning you can pick up the occasional fish with a bait-fish imitation and 9 times out of 10 this is going to be a Brown Trout, so have a streamer about 2" long to play with when nothing seems to be active. The streamer doesn't have to go to the bottom of the stream. It can be fished just below the surface. Cast it to a bank and give it a couple of jerks, let it drift, a few more jerks and drifts, then move on.
The water will be low and clear because the run-off should be over. Try to move in an upstream direction if your fishing small and medium sized water to keep from alarming all the fish in the hole, and make your first casts well back of the bank. Move on if you don't get the fish to bite on your fly after fishing the length of the hole. Chances are if you spook the fish they will head for cover and wait awhile.I'm giving these ideas for fishing small to medium size rivers, if you go to something like the Platte the game changes. You'll have to pound the fish up out of a hole and in this case you'll have to stay put and nymph 'em up....or you can float the river which I don't think is your question...another game.
My fly is the .......... for this time of year, but you and others have to be be the judge. So........ you get your Pronghorns and have a good trip! Hope you get a few tight lines on the stream.
"As far down the river as he could see, the trout were rising, making circles on the surface of the water, as though it were starting to rain."- E.H., The Big Two Hearted River