Thanks. You really helped me out.
Here is the same thing in python 3.
consumer_key = 'XXXX'
consumer_secret = 'XXXX'
auth = tweepy.OAuthHandler(consumer_key, consumer_secret)
auth.secure = True
auth_url = auth.get_authorization_url()
print('Go here: {}'.format(auth_url))
verifier = input('Enter PIN: ').strip()
auth.get_access_token(verifier)
print('consumer_key = "{}"'.format(consumer_key))
print('consumer_secret = "{}"'.format(consumer_secret))
print('access_token = "{}"'.format(auth.access_token))
print('access_token_secret = "{}"'.format(auth.access_token_secret))