I am in Colorado in a zone 5 also. I am also planting trees this year and have spent a great deal of time learning, observing, and reading everything I can get my hands on. Books could and have been written on this topic of trying to grow various fruit trees or fruits in general in our climate, and have been. Like you, we see warm temps in the day and very cold temps at night with huge temperature swings. We get crazy warming spells in Feb, Mar, April that kick trees into bud and blooming only to be frost or snow killed. So it can be very tough to grow when we have such wide temp swings.
As you already noted your university extension is a great place to start with known varieties that can be grown in your area. However note that much of the advise I have seen from these programs has been based on "conventional wisdom" which sometimes isn't really all that accurate. Secondly we know that our area of the country gets late frosts and last year I even had snow on May 1st. Fruit trees that start to bloom due to the crazy weather cycles here are frozen and we lose the blooms for fruit. I had 1 of my two apple trees that lost all it's blooms last year due to the late freeze and snow. My second tree somehow managed to keep some blooms and produced some apples for me, but I really didn't expect it after that crazy freeze and snow. Apples are hardy for our zone so if the apples are having a rough year then your likely going to have a rough year for other plants that already struggle with our climate.
Now the known fruit trees that they say will grow are apples, pears, tart cherries, and plums. The ones they tell you that are likely to grow, but not produce fruit or produce very sporadically if at all are peaches, apricots, nectarines, sweet cherries and others that like to bloom early and bring early fruit during the season. Now while this is true in a conventional wisdom sense, there are things you can do to influence your fruit growing capabilities.
Pick your varieties carefully. Look for late blooming varieties when it comes to plants they say are not reliable or cannot be grown. The later the bloom the better chance you have of getting them through the late frosts and snows. Secondly like all things in permaculture we have to be observant. This means looking at your landscape. Note where the snow stays on your land longer, where the sun does not shine much in the winter months. These will typically be northern exposures. Make sure they are not shaded year around, but mearly shaded like this due to the low sun angles during the winter months. This ground and these areas are going to be slower to warm up, less sun exposure during the crazy Feb, Mar, April warming spells that drop back into freezing temps. These northern exposure areas can be good places to put your peach, apricot, nectarine, cherry trees. The lack of winter sun, and colder temps in those areas should delay the trees coming out of dormancy. And the third thing that can make a huge difference is in mulches. Mulch deep! Pile on the wood chips, straw, hay, whatever you can find. I prefer wood chips. The wood chips or mulches will hold in the moisture, start the decomposition process to feed these trees. For wood chips I am using a nitrogen and manure feeds on the top to act as a catalyst to break down the chips faster and build the soil faster and of course feed the trees. This can be done for your annual garden beds too, but works extremely well for our trees.
So here are the basics:
1. Pick your varieties looking for late bloomers
2. Pick your locations in northern exposure areas and looking at the ground to see where snow stays longest or accumulates first
3. Deep mulches to insulate the plant from the wild temp swings and retain moisture as it feeds your trees.
If you follow these steps you should be able to delay bloom on these hard to grow varieties and potentially get them through the crazy weather swings we have.
Here is a web page that lists some of the later varieties of peaches and the number of cold days they need and they also note if they are late bloomers. Using the late blooming traits with good site location and mulching could help you grow trees and produce fruit where they say you can't do that...
Observation and careful study can be your friend and produce fruit where they say it cannot be done.
Note the hours of cold, and the late bloom factor when choosing. There are other varieties I have seen listed that also claim to be late bloomers, but we really need this kind of data to determine those characteristics and if they might work for us. For other tree types you will want to try searching for "late blooming <name your variety> and see what you can come up with. I am putting new trees in this year in my urban landscape so I will be doing a lot of learning here myself. I am fortunate to live on a sloping site midway on the side of a hill so the heat rises and cold falls past my location. I do have a northern exposure side of my house so I am going to be trying to tuck my cherry, and peach in on that side of the house and I have a sheltered area next to my fence in the back where a neighbors pine tree casts a nice northern shadow. I have been watching the ground and noting the sun exposure angles and where the snow stays the longest. This placement should help delay the trees from waking up from dormancy too early and producing blooms that will be killed. I will be putting a apricot in that location near the fence. My plums and pears I don't have to be quite so careful with and will be using later blooming varieties were possible, but again relying on deep mulches to moderate temperature and moisture levels.
Let us know what you decided to do and how it all went.