Combine oats, dates, raisins, pecans, and milk; mix well, and let stand 10 minutes. Stir in vanilla, eggs, and pumpkin.
Combine remaining ingredients; mix well, and gradually stir into oat mixture. Spoon into a greased and floured 9X5X3 inch loaf pan; bake at 350 degrees about 65 minutes or until a wooden pick inserted in center comes a clean. Cool on wire rack.