Unfortunately the info you have provided is not enough to help us fully understand what you want to achieve. Data binding to objects is documented in ObjectDataSource Component help section. In order to use Enum for datasource you can convert it to supported object types.
In your case Enum.GetNames(typeof(CompletionStatus)) will return array strin, which is a supported type. Items in the array can be accessed in the expressions in this manner: =Fields.Item.
To clarify our understanding of the problem, please preview the attached example report. The report DataSource uses a ObjectDataSource and the filter uses In operator.
the Telerik team
Do you want to have your say when we set our development plans? Do you want to know when a feature you care about is added or when a bug fixed? Explore the Telerik Public Issue Tracking system and vote to affect the priority of the items.