How to calculate a forward-starting swap with forward equations?

I have been trying to resolve this problem for some time but I cannot get the correct answer. The problem is the following one.

Compute the initial value of a forward-starting swap that begins at t=1, with maturity T=10 and a fixed rate of 4.5%. (The first payment then takes place at t=2 and the final payment takes place at t=11 as we are assuming, as usual, that payments take place in arrears.) You should assume a swap notional of 1 million and assume that you receive floating and pay fixed.)
We also know that

r0,0=5%
u=1.1
d=0.9
q=1−q=1/2
Using forward equations from t=1 to t=9, I cannot resolve the problem:

Here is what I have done in Excel with a final result of -31076 but it is not the correct answer:

http://i.stack.imgur.com/Ifows.png