All fractures are divided into parts: open and closed. The latter are characterised by the fact that they include damage to the tissue and skin. So the first thing to be done in open fractures is to stop the bleeding (if any) and disinfect the wound, so it does not become infected. To stop the bleeding, you need to tightly wrap a cloth above the injury to obstruct the flow of blood to the wound. You can do this with the help of medical tourniquet. After applying tourniquet, it is necessarily to attach a note to indicate the exact time of applying tourniquet.
Try to calm down because you cannot make any sudden movements due to pain. Then carefully consider the injured limb and decide where to immobilise. This is crucial to avoid any further injury or damage to the tissue or the bone.
The most important part of the process is that you need to adjust the size so that it matches the length of the damaged bone before applying anything. If you do not have any special medical first-aid kit or any other means, use any thick straight stick or a board of suitable length. You will need to attach this stick to the broken limb so that it stay absolutely straight until medical help can arrive.
Remember to get medical help as soon as possible to avoid going in to shock due to blood loss or just from the extreme pain. Call for an ambulance or police so that they can come to your home and take you to the nearest medical facility. The quicker you get medical help the better the chances you will have to prevent any sort of infection or permanent damage to your broken bone. Only a doctor will be able to determine the extent of your fracture or broken bone so it is best to have him or her look at immediately.