Neither.
All U.S. state capitals except those in the Mountain West (Denver, Helena, Boise, Salt Lake City, Cheyenne, Santa Fe, Phoenix, Carson City) lie east of the Rockies. Examples: Lincoln (NE), Topeka (KS), Oklahoma City (OK), Austin (TX), Des Moines (IA), St. Paul (MN).
The Rocky Mountains form the Continental Divide; "east of the Rockies" includes the Great Plains, Midwest, and everything to the Atlantic.