Although I have never stopped there, there is a rock formation on the east side of I-25 just south of the Wyoming border that seems to fit your description. I do not know its name and I haven't heard of an Indian battle there, but there were lots on the plains so its possible. Sand Creek has no distinctive rock formations in its vicinity and is way down in the SE corner of the state.
The other very distinctive rock formation that you might have in mind is Vidauwoo which is on I-80 about 30 miles west of Cheyenne. There is a box canyon feature in that formation. If you google it, you can find websites and pictures. Vidauwoo is one of my favorite places to camp since the rocks are so spectacular.

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