Multi index slicing working only for the last label in the first level index
When I try to slice a multi indexed data frame, the slice interval is ignored for all the entries of the first level index except the last one. This only happens if the length of the slice is beyond a particular value (around 30 in the cases that I observed, but it is not the same across data frames).

This bug seems to have been introduced in version 0.17.1 as this works fine in version 0.16.4
#### Code Sample

``` python
import pandas as pd
import numpy as np

freq = ['a', 'b', 'c', 'd']
idx = pd.MultiIndex.from_product([freq, np.arange(500)])

dfmi = pd.DataFrame(np.random.randn(2000), index=idx, columns=['Test'])
sliced_df = dfmi.loc[pd.IndexSlice[:, 30:70], :]

print sliced_df.loc['a']
print sliced_df.loc['d']
```
#### Current Output

```
         Test
0   -2.288252
1    0.501113
2   -0.581190
3    0.366600
..        ...
496 -1.124694
497 -0.106180
498 -0.348668
499  0.659645

[500 rows x 1 columns]
        Test
30  0.079055
31  2.455371
32  0.014673
33  0.966548
..        ...
67  0.997713
68  1.235465
69 -0.320166
70 -0.968143
```
#### Expected Output

```
        Test
30 -1.025443
31 -1.305710
32  0.614858
33 -0.606788
34 -0.673230
.. ...
68 -1.129218
69 -1.747830
70 -0.611186
        Test
30 -0.679267
31 -0.590352
32  1.000755
33 -0.106813
34 -1.214385
.. ...
68 -1.467416
69 -0.008881
70  0.040510
```
#### output of `pd.show_versions()`
## INSTALLED VERSIONS

commit: None
python: 2.7.11.final.0
python-bits: 64
OS: Linux
OS-release: 3.13.0-63-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.18.0
nose: 1.3.7
pip: 8.1.0
setuptools: 20.2.2
Cython: 0.22.1
numpy: 1.10.4
scipy: 0.17.0
statsmodels: 0.6.1
xarray: None
IPython: 4.0.0-dev
sphinx: 1.4a1
patsy: 0.3.0
dateutil: 2.4.2
pytz: 2015.7
blosc: None
bottleneck: 1.0.0
tables: 3.2.0
numexpr: 2.4.4
matplotlib: 1.5.1
openpyxl: 1.8.5
xlrd: 0.9.3
xlwt: 1.0.0
xlsxwriter: 0.7.3
lxml: 3.4.4
bs4: 4.3.2
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.5
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.38.0
