you would have to do this as a calculated field
If [Value] <2500 then "0-2.5k"
elseif [Value] < 5000 then "2.5-5k"
else "Greater than 5K"
Automatic bins are nice/fast if they are what you need, but a calculated field will always be more flexible
EDIT: with a few more calculations/conditions you could probably manage the 5% criteria that you mentioned
best of luck!
As per jay calculated field will work for what you want
also alternatively you can make a parameter to change the size of the Bins