BUG: Consolidate not converting datetimes?
is this a bug that consolidate leaves the datetime as object?
on 0.10 dev

```
import pandas
import pandas.util.testing as tm
from pandas import Timestamp
df = tm.makeDataFrame()
df['obj1'] = 'foo'
df['obj2'] = 'bar'
df['bool1'] = df['A'] > 0
df['bool2'] = df['B'] > 0
df['bool3'] = True
df['int1'] = 1
df['int2'] = 2
df['datetime'] = Timestamp('20010101')
df = df.consolidate()

In [16]: df.get_dtype_counts()
Out[16]: 
bool       3
float64    4
int64      2
object     3

In [18]: df.convert_objects().get_dtype_counts()
Out[18]: 
bool              3
datetime64[ns]    1
float64           4
int64             2
object            2
```
