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 doesn'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!