BUG: excel export merge margin 
#### Code Sample, a copy-pastable example if possible

```
df = pd.DataFrame([ {"JOB": "Worker", "NAME": "Bob", "YEAR": 2013, "MONTH": 12, "DAYS": 3, "SALARY": 17},
                    {"JOB": "Employ", "NAME": "Mary", "YEAR": 2013, "MONTH": 12, "DAYS": 5, "SALARY": 23},
                    {"JOB": "Worker", "NAME": "Bob", "YEAR": 2014, "MONTH": 1, "DAYS": 10, "SALARY": 100},
                    {"JOB": "Worker", "NAME": "Bob", "YEAR": 2014, "MONTH": 1, "DAYS": 11, "SALARY": 110},
                    {"JOB": "Employ", "NAME": "Mary", "YEAR": 2014, "MONTH": 1, "DAYS": 15, "SALARY": 200},
                    {"JOB": "Worker", "NAME": "Bob", "YEAR": 2014, "MONTH": 2, "DAYS": 8, "SALARY": 80},
                    {"JOB": "Employ", "NAME": "Mary", "YEAR": 2014, "MONTH": 2, "DAYS": 5, "SALARY": 190}])
df = df.set_index(["JOB", "NAME", "YEAR", "MONTH"], drop=False, append=False)

df = df.pivot_table(index=["JOB", "NAME"], columns=["YEAR", "MONTH"], values=["DAYS", "SALARY"], aggfunc={"DAYS": "mean", "SALARY": "sum"}, margins=True)

print(df)

file = r"E:\TESTE.xlsx"
writer = pd.ExcelWriter(file, engine="xlsxwriter", datetime_format="yyyy-mm-dd")
df.to_excel(writer, sheet_name="TESTE", index=True)
writer.save()
```
#### Expected Output

|  | SALARY |  |  |  | DAYS |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| YEAR |  | 2013 | 2014 |  | All | 2013 | 2014 |  | All |
| MONTH |  | 12 | 1 | 2 |  | 12 | 1 | 2 |  |
| JOB | NAME |  |  |  |  |  |  |  |  |
| Employ | Mary | 23 | 200 | 190 | 413 | 5 | 15.0 | 5.0 | 8.333333 |
| Worker | Bob | 17 | 210 | 80 | 307 | 3 | 10.5 | 8.0 | 8.000000 |
| All |  | 40 | 410 | 270 | 720 | 4 | 12.0 | 6.5 | 8.142857 |

But when exporting to Excel, the Month 2, on SALARY and DAYS, merges with the next column and All above.

2014 .......... | All ...........|
1 ..... | 2 ....................... |
15 ... | 5 ..... | 8.333333 | 

When exporting to HTML it's ok with the header but, if the value cell has no value then shows cuts the columns.
#### output of `pd.show_versions()`
## INSTALLED VERSIONS

commit: None
python: 3.5.1.final.0
python-bits: 64
OS: Windows
OS-release: 2012ServerR2
machine: AMD64
processor: Intel64 Family 6 Model 47 Stepping 2, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.17.1
nose: None
pip: 8.0.2
setuptools: 20.1.1
Cython: None
numpy: 1.10.4
scipy: 0.17.0
statsmodels: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.4.2
pytz: 2015.7
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 0.9.4
xlwt: None
xlsxwriter: 0.8.4
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
Jinja2: None
None

![image](https://cloud.githubusercontent.com/assets/976878/13352479/73f541f2-dc85-11e5-960e-d6fe6ac85ee8.png)
