Q: Target Display Mode -- Pressing command-F2 does nothing

I would like to avail myself of the target display mode.  I have a brand new MacBook Pro Retnia, and I'd like to use it as a display for my Mac Pro (also brand new).  I followed the instructions on this page, and nothing happened when I pressed command F2.  Then I started scouring the forums.  I found several threads with the same problem, and I tried all the suggestions.  I checked my preferences to see if the keyboard assignments were messed up.  I tried restarting both computers in various orders.  I tried using internal and external keyboards on both computers.  I tried adding the fn key to the key command.  I spent a couple hours on this, but sadly, nothing worked.

So I'm really hoping that someone here has some idea what's going on.  This experience has really been disheartening.  I just bought these computers this year, and they failed at something so basic.  At this point, I would be satisfied just to see an error message telling me why cmd-F2 isn't work.  I mean, if I try to eject a disk that has files that are currently in use, it will tell me why it can't eject right now.  But with this, I'm completely in the dark.  It's so frustrating!