I mean, one session bean to fill data at each open of the report.
I would say that page scope would be the best bet. But anyway just to clarify:
Temporary Conversation - Almost the same life time that the EVENT scope, but it lives cross redirects. So yes it is going to be cleaned after page rendering, unless it's a long running conversation.
Page Scope - Lives cross postbacks, but a new request at this page will make a new component (refreshing the page with F5 for example).