re:You must know your pivot columns ahead of time
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Not necessarily. This is because Yukon's TSQL integrates with CLR (Common Language Runtime).

In this article (http://builder.com.com/5100-6388_14-5168118-1-1.html) you can see how to embed .NET code right into the SQL statements. You can use it to programatically determine the necessary columns. In some cases (and with somewhat less demand on system resources), you could even use TSQL's procedural code to get the columns or column names.