Struggling to bake an animation: "Nothing to Bake"

I don’t know what I’m doing wrong. I have a simple animation of 3 bones, controlled by constraints involving another bone and 2 empty’s. I want to replace the constraints by a set of key frames. I can see the three bones sometimes under the armature, sometimes under the pose. Either way I select them, bring up the Bake animation dialog, select all the checkboxes and click bake, and almost every time I see the error mesage “Nothing to Bake”. I don’t know what I did differently, but just once it worked, but I’d missed selecting one of the bones, so the key frames were generated for just two of them.

Pleaassseee help. I seem to be completely stuck.

make a video of what you are doing (wrong)

Ah yes, good thought:

I got it to work eventually. It seems one has to select which bones to include from the 3D view, either by clicking on them or with “a”. Also, I need to select not only the bones used in the rigging, but also their parents. In this specific case, that includes one bone that I’d rather not have, but I can live with that. I imagine there’s a clever way around it.