Update interception doc

docs/source/host.rst

@@ -22,6 +22,9 @@ sequence of tests in a YAML file.
 
 For test driven development and local tests the intercept style of
 testing lowers test requirements (no web server required) and is fast.
+Interception is performed as part of fixture processing as the most
+deeply nested fixture. This allows any configuration or database
+setup to be performed prior to the WSGI application being created.
 
 .. _wsgi-intercept: https://pypi.python.org/pypi/wsgi_intercept
 .. _intercept examples: https://github.com/cdent/gabbi/blob/master/gabbi/test_intercept.py