BUG: Wrong dtype using `range` in DataFrame constructor on Windows
When using `range` (python 3.5) in the `DataFrame` constructor I get different dtypes depending on the system I'm running on:

```python
>>> import pandas as pd
>>> from collections import OrderedDict
>>> data = OrderedDict([
...    ('a', range(5)),
...    ('b', [-10, -5, 0, 5, 10])
... ])
>>> df = pd.DataFrame(data)
>>> df.info()
```
#### Problem description
On Unix:
```
RangeIndex: 5 entries, 0 to 4
Data columns (total 2 columns):
a    5 non-null int64
b    5 non-null int64
dtypes: int64(2)
```
On Windows:
```
RangeIndex: 5 entries, 0 to 4
Data columns (total 2 columns):
a    5 non-null int32
b    5 non-null int64
dtypes: int32(1), int64(1)
```

The problem appeared in an arrow PR unittest
https://github.com/apache/arrow/pull/790
Windows tests on appveyor:
https://ci.appveyor.com/project/ApacheSoftwareFoundation/arrow/build/1.0.2169
Unix tests on travis:
https://travis-ci.org/apache/arrow/builds/248514835

#### Expected Output

All systems create the same dtypes. In this case int64

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.5.3.final.0
python-bits: 64
OS: Windows
OS-release: 2012ServerR2
machine: AMD64
processor: Intel64 Family 6 Model 63 Stepping 2, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None
pandas: 0.20.2
pytest: 3.1.2
pip: 9.0.1
setuptools: 27.2.0
Cython: 0.25.2
numpy: 1.13.0
scipy: None
xarray: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.6.0
pytz: 2017.2
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
pandas_gbq: None
pandas_datareader: None
</details>
