Binding a Column Header to Multiple DataGrid Headers

I came across this sample code on TechNet witch shows how to bind a single column header header and its corresponding column data:

<DataGrid ItemsSource="{Binding Items}" AutoGenerateColumns="False">
    <DataGrid.Columns>
        <DataGridTemplateColumn>
            <DataGridTemplateColumn.Header>
                <TextBlock Text="{Binding DataContext.HeaderNameText, RelativeSource={RelativeSource AncestorType={x:Type DataGrid}}}" />
            </DataGridTemplateColumn.Header>
            <DataGridTemplateColumn.CellTemplate>
                <DataTemplate>
                    <StackPanel>
                        <TextBlock Text="{Binding}" />
                    </StackPanel>
                </DataTemplate>
            </DataGridTemplateColumn.CellTemplate>
        </DataGridTemplateColumn>
    </DataGrid.Columns>
</DataGrid>   

      

        
        
        
      

    

and the DataContext DataGrid is set like this:

Data data = new Data();
data.HeaderNameText = "Header2";
data.Items = new List<string>() { "Item1", "Item2" };
DataContext = data;

      

        
        
        
      

    

The data class structure looks like this:

public class Data
{
    public string HeaderNameText { get; set; }
    public List<string> Items { get; set; }
}

      

        
        
        
      

    

my question is how to bind DataGrid ItemSource to multiple data columns:

List<Data> data=new List<Data>();

      

        
        
        
      

    

I am expecting to get a column for each data item in the above list, so how do I do this?