Here are two approaches. The first uses the standard tabular aesthetic with vertical rules. The second follows the guidelines provided by booktabs
which dispenses with vertical rules. See the documentation for further information.
\documentclass{article}
\usepackage{multirow,array,booktabs}
\begin{document}
\begin{table}
\begin{tabular}{|>{\bfseries}c|*{9}{c|}}
\hline
\multirow{3}*{\bfseries Header 1} & \multicolumn{3}{c|}{\multirow{2}*{\bfseries Header 2}} & \multicolumn
{6}{c|}{\bfseries Header 3}\\\cline{5-10}
& \multicolumn{3}{c|}{} & \multicolumn{2}{c|}{\bfseries H1} & \multicolumn{2}{c|}{\bfseries H2} & \multicolumn{2}{c|}{\bfseries H3}\\\cline{2-10}
& \bfseries L1 & \bfseries L2 & \bfseries L3 & \bfseries M1 & \bfseries M2 & \bfseries S1 & \bfseries S2 & \bfseries K1 & \bfseries K2\\\hline
T1 & 2 & 0 & 0 & 5 & 2 & 2 & . & 0 & . \\ \hline
T2 & 2 & 1 & 1 & 2 & 2 & 1 & 1 & 1 & 1 \\ \hline
T3 & 2 & 3 & 1 & 4 & 0 & 2 & 1 & 1 & 1 \\ \hline
T4 & 18 & 0 & 0 & 2 & 2 & 4 & . & 0 & . \\ \hline
T5 & 5 & 0 & 0 & 3 & 3 & 1 & . & 0 & . \\ \hline
T6 & 4 & 0 & . & 1 & 1 & 1 & . & 1 & 0 \\ \hline
T7 & 1 & 0 & 1 & 1 & 1 & 1 & . & 1 & 1 \\ \hline
T8 & 4 & 0 & . & 1 & 1 & 1 & . & 1 & 0 \\ \hline
\end{tabular}
\end{table}
\begin{table}
\begin{tabular}{>{\bfseries}c*{9}{c}}
\toprule
\multirow{3}*{\bfseries Header 1} & \multicolumn{3}{c}{\multirow{2}*{\bfseries Header 2}} & \multicolumn
{6}{c}{\bfseries Header 3}\\\cmidrule{5-10}
& \multicolumn{3}{c}{} & \multicolumn{2}{c}{\bfseries H1} & \multicolumn{2}{c}{\bfseries H2} & \multicolumn{2}{c}{\bfseries H3}\\\cmidrule{2-10}
& \bfseries L1 & \bfseries L2 & \bfseries L3 & \bfseries M1 & \bfseries M2 & \bfseries S1 & \bfseries S2 & \bfseries K1 & \bfseries K2\\\midrule
T1 & 2 & 0 & 0 & 5 & 2 & 2 & . & 0 & . \\ \midrule
T2 & 2 & 1 & 1 & 2 & 2 & 1 & 1 & 1 & 1 \\ \midrule
T3 & 2 & 3 & 1 & 4 & 0 & 2 & 1 & 1 & 1 \\ \midrule
T4 & 18 & 0 & 0 & 2 & 2 & 4 & . & 0 & . \\ \midrule
T5 & 5 & 0 & 0 & 3 & 3 & 1 & . & 0 & . \\ \midrule
T6 & 4 & 0 & . & 1 & 1 & 1 & . & 1 & 0 \\ \midrule
T7 & 1 & 0 & 1 & 1 & 1 & 1 & . & 1 & 1 \\ \midrule
T8 & 4 & 0 & . & 1 & 1 & 1 & . & 1 & 0 \\\bottomrule
\end{tabular}
\end{table}
\end{document}
Here are another couple of possibilities using booktabs
in light of Manuel's comment. The first trims the rules within the tabular, leaving only the main \midrule
division at the full table width:
\documentclass{article}
\usepackage{multirow,array,booktabs}
\begin{document}
\begin{table}
\begin{tabular}{>{\bfseries}c*{9}{c}}
\toprule
\multirow{3}*{\bfseries Header 1} & \multicolumn{3}{c}{\multirow{2}*{\bfseries Header 2}} & \multicolumn
{6}{c}{\bfseries Header 3}\\\cmidrule(lr){5-10}
& \multicolumn{3}{c}{} & \multicolumn{2}{c}{\bfseries H1} & \multicolumn{2}{c}{\bfseries H2} & \multicolumn{2}{c}{\bfseries H3}\\\cmidrule(lr){2-4}\cmidrule(lr){5-6}\cmidrule(lr){7-8}\cmidrule(lr){9-10}
& \bfseries L1 & \bfseries L2 & \bfseries L3 & \bfseries M1 & \bfseries M2 & \bfseries S1 & \bfseries S2 & \bfseries K1 & \bfseries K2\\\midrule
T1 & 2 & 0 & 0 & 5 & 2 & 2 & . & 0 & . \\ \cmidrule(lr){1-10}
T2 & 2 & 1 & 1 & 2 & 2 & 1 & 1 & 1 & 1 \\ \cmidrule(lr){1-10}
T3 & 2 & 3 & 1 & 4 & 0 & 2 & 1 & 1 & 1 \\ \cmidrule(lr){1-10}
T4 & 18 & 0 & 0 & 2 & 2 & 4 & . & 0 & . \\ \cmidrule(lr){1-10}
T5 & 5 & 0 & 0 & 3 & 3 & 1 & . & 0 & . \\ \cmidrule(lr){1-10}
T6 & 4 & 0 & . & 1 & 1 & 1 & . & 1 & 0 \\ \cmidrule(lr){1-10}
T7 & 1 & 0 & 1 & 1 & 1 & 1 & . & 1 & 1 \\ \cmidrule(lr){1-10}
T8 & 4 & 0 & . & 1 & 1 & 1 & . & 1 & 0 \\\bottomrule
\end{tabular}
\end{table}
\end{document}
This removes the midrules from the main part of the table altogether:
\documentclass{article}
\usepackage{multirow,array,booktabs}
\begin{document}
\begin{table}
\begin{tabular}{>{\bfseries}c*{9}{c}}
\toprule
\multirow{3}*{\bfseries Header 1} & \multicolumn{3}{c}{\multirow{2}*{\bfseries Header 2}} & \multicolumn
{6}{c}{\bfseries Header 3}\\\cmidrule(lr){5-10}
& \multicolumn{3}{c}{} & \multicolumn{2}{c}{\bfseries H1} & \multicolumn{2}{c}{\bfseries H2} & \multicolumn{2}{c}{\bfseries H3}\\\cmidrule(lr){2-4}\cmidrule(lr){5-6}\cmidrule(lr){7-8}\cmidrule(lr){9-10}
& \bfseries L1 & \bfseries L2 & \bfseries L3 & \bfseries M1 & \bfseries M2 & \bfseries S1 & \bfseries S2 & \bfseries K1 & \bfseries K2\\\midrule
T1 & 2 & 0 & 0 & 5 & 2 & 2 & . & 0 & . \\
T2 & 2 & 1 & 1 & 2 & 2 & 1 & 1 & 1 & 1 \\
T3 & 2 & 3 & 1 & 4 & 0 & 2 & 1 & 1 & 1 \\
T4 & 18 & 0 & 0 & 2 & 2 & 4 & . & 0 & . \\
T5 & 5 & 0 & 0 & 3 & 3 & 1 & . & 0 & . \\
T6 & 4 & 0 & . & 1 & 1 & 1 & . & 1 & 0 \\
T7 & 1 & 0 & 1 & 1 & 1 & 1 & . & 1 & 1 \\
T8 & 4 & 0 & . & 1 & 1 & 1 & . & 1 & 0 \\\bottomrule
\end{tabular}
\end{table}
\end{document}
\documentclass{...}
and ending with\end{document}
.