Grouping levels - multiindex in python pandas pivot_table

Question

I've a multiindex dataframe in pandas that looks this (created using pivot_table):

I need help to add a level above (or below) the Date level showing the day of the date like this:

I know I can get the day of a date like this:

lt.DATE.dt.strftime('%a')
#lt is a dataframe and DATE is a column it.

Here is the code reporduce a similar pivot_table:

import pandas as pd
import numpy as np

dlist = pd.date_range('2015-01-01',periods=5)
df = pd.DataFrame(dlist, columns=['DATE'])
df['EC'] = range(7033,7033+len(df))
df['HS'] = np.random.randint(0,9,5)
df['AH'] = np.random.randint(0,9,5)
pv = pd.pivot_table(df, columns=[df.DATE, 'EC'], values=['HS','AH'])
pv = pv.unstack(level=1).unstack(level=0)

Answer 1

I got the solution! Here it goes:

import pandas as pd
import numpy as np

dlist = pd.date_range('2015-01-01',periods=5)
df = pd.DataFrame(dlist, columns=['DATE'])
df['EC'] = range(7033,7033+len(df))
df['HS'] = np.random.randint(0,9,5)
df['AH'] = np.random.randint(0,9,5)
df['DAY'] = df.DATE.dt.strftime('%a')
pv = pd.pivot_table(df, columns=[df.DATE.dt.date, df.DAY, 'EC'], values=['HS','AH'])
pv = pv.unstack(level=[1,2]).unstack(level=0)
pv.to_excel('solution.xlsx')

And it produces an output like this:

Pay attention to the function unstack and set the list of levels that are required to be unstacked at a time.