Wikipedia said pronghorn range that far north, especially being that close to Montana, and a quick google image search yeilded this:
I would have to venture, based on the shape of the orbits of the eyes, and the bony horn base being too long for a female, that it is probably a fairly young pronghorn male. The horn stubs don't look thick enough to be a fully grown male yet. That would be my guess, but at the same time, the stubs look like they point backwards from the head.