Keep Sources Sorted

I'm using IEEE style in my paper, and when a certain sentence ends with multiple references (let say references one through four), the format should be [1-4]. However, most of the time I get [1], [2], [3], [4]. This seems to happen whether or not I check the Keep Sources Sorted checked, so I'm not sure what's going on. But then again sometimes it works. Any insight on how to get this to work every time? The single citations written out is really kind of ugly and distracting. Thanks!
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