The mechanically controllable break junction (MCBJ) experimental setup is one of the main techniques employed in the study of electronic transport properties at the atomic and molecular scales. This work presents the construction of an inexpensive and simple but robust setup that shows the emergence of conductance quantization as a macroscopic gold wire is pulled to atomic dimensions. The homemade device is based on the MCBJ principle and allows repeatedly forming and breaking the metallic contact to perform a statistical analysis of the data extracting the most frequent electron transport structure. The histogram built from conductance measurements, at room temperature in air, show that the quality of the MCBJ equipment developed here is comparable to that of more sophisticated devices used in research laboratories. It is able to resolve up to three conductance peaks associated with gold nanowires reported in the literature. Such an experiment is suggested to be implemented as a powerful pedagogical tool in modern undergraduate physics labs.