Here's some background info on the patent process, and 'patent pending' terminology...
"Patent pending" occurs when a patent application is filed and pending at the U.S. Patent Office. In other words, you need to have filed the patent application at the U.S. Patent Office and the patent application must not be granted as a patent or abandoned.
"1. What do the terms “patent pending” and “patent applied for” mean?
A. They are used by a manufacturer or seller of an article to inform the public that an application for patent on that article is on file in the United States Patent and Trademark Office. The law imposes a fine on those who use these terms falsely to deceive the public."
"After the examiner has rejected claims twice the examiner has the authority to make the rejections final. Final rejection, however, is not so final. There is still an opportunity to amend and make changes. You have a right to amend to cancel claims, place claims in better condition for appeal, or amend the claims if you are going to adopt a suggestion of the Examiner that would make a claim patentable. No other changes will be permitted by the Patent Examiner after Final Rejection. Thus, Final Rejection really signifies the entrance into the end game of a prosecution, whereby the prosecution of the application is winding down to a conclusion."