To print price change labels:

Filter the list to show only the field for list price
Consider adding stock on hand to the list and filtering the list to only show lines with stock on hand
Highlight the lines and click the price change label button above the price book lines to generate a product label run
Use the sort by button on the product label run to sort the labels by location
Use show in report to send the labels to a report

Normally, you would no print price change labels from a price book run directly. Best practice is to use a product label transaction for products where sell prices have changed since a date, see Printing retail price labels only products with sell price update.

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