OPEN YOUR BOOKS TO/AT

 “Open your books to page… ” 
é muito mais comum no inglês americano.
 “Open your books at page…” 
é muito mais comum no inglês britânico.
 “Open your books on page…” 
não é muito comum, mas há algumas ocorrências pelo mundo.
source: inglesnapontadalingua.com.br  

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"I am North American and I have only heard

'Open your books 
to page xx' ".

Of all choices, the one that is just plain wrong here is in.

Spatially, in would be inside. Something could be printed in a box on the page, but not in the page. The page is one of many pages in the book.

On is upon, that is, touching the face of the page. The ink and all its patterns (text, pictures, diagrams, etc.) are on the page.

"At the page" is the place within the book where you are ready to begin reading the specified page. You may place a bookmark there at page x where you will begin reading page x when you come back to the bookmark.

If you have already read some of page x and have to stop reading, then you have stopped reading on page x.

If you begin reading at page x and stop reading at page y, then you have read from page x to page y. If you don't stop until after reading page y too, you have read through page y.

You can navigate the book by turning a page at a time until you are at page x, or you can just open the book directly so as to be at page x. Either way, we Americans say you have turned to page x. Apparently at has more of a static meaning to Americans. To reach the page you are at in the book, you must have navigated to
 that page somehow. You may have flipped to page x, turned to page x, or, with the help of thumb tabs, just opened to page x."
source: wordreference