I have the following WPF sample program:
Xaml:
A column in a datagrid is an abstract object which does not appear in the visual tree, thus you cannot use RelativeSource-binding, ElementName will not work either since it will not find a governing FrameworkContentElement so you are in kind of a bind.
One way that works is via Source and x:Reference, for that you will need to name your window and move the column to its resources to avoid a cyclical dependency error:
Great fun.