The Reporting engine has a specific behavior when it comes to paging and retrieving data from a page. It is not that easy to get the first and last column header values and display them in the report and there are certain conditions that should be met first in order to get this working:
1. You can only display this information inside the Page Header or the Page Footer section. These are the only sections in the report, which are "aware" of the data on the current page.
2. You need to use the PageExec function: http://www.telerik.com/help/reporting/expressions-data-functions.html
The approach is a little different depending on your data and report layout, so in order to explain better what you need to do, I attached a sample report. Open the report with the latest version of Reporting, switch to Print Preview, and ask if there are any questions on it.
P.S. I guess I cannot attach a ZIP file, so I renamed it manually from PageExecSample.zip to PageExecSample.gif.
You need to download the attached and manually rename it and change the extension from .gif back to .zip.