Thanks so much Jerry for the time you took to explain things. My problem seems to have been solved. Your explanation was clear, and pretty much followed the Nikon manual, which I of course went through again and again, before coming to this forum in frustration.
It appears that there was a conflict with one of the menus settings. I still do not know which one. It would be nice if Nikon gave some info regarding this.
At any rate, I did a complete system default. Went to the bracketing settings first, and they worked fine. Then carefully went back to custom settings, and redid them.
So thanks again for your help. It was appreciated.