A second half penalty from Billy Clarke cancelled out Peter Clarke's early opener for Oldham to earn McCall's men a point, moving the Bantams up to second in the Sky Bet League One table in the process.
After Peter Clarke's fifth-minute header had given the visitors the lead, City seemed to grow more and more dominant in the contest, creating chances to score themselves in both the first and second half.
Following Billy Clarke's leveller's from the spot, James Meredith and Mark Marshall came close to snatching a winner for McCall's side but City had to settle for a share of the spoils.
McCall said: "We are obviously disappointed it was only a point for us but I was really pleased with the performance.
"It was disappointing to concede an early goal, especially from a set-piece, but we took the game to Oldham thereafter.
"The tempo of our play was really good - we couldn't ask much more of the players.
"We've had time to get the winner after scoring the penalty but we couldn't quite make it happen. We've had balls pulled back into dangerous areas from the byline, shots blocked and forced the 'keeper into making saves.
"They have defended very deep and very well, my only slight criticism for us is that we probably didn't get enough bodies in the box when we did get into crossing positions.
"The point is not what we wanted from today (Saturday) but performance-wise we have to be happy with the lads' efforts. They didn't panic when we went an early goal down, they kept trying to play it in the right way.
"They kept probing and playing in the right areas, we just couldn't get a goal in open play that the football deserved.
"It's a game we should have won but lots of encouraging signs still."
Ahead of possible run-outs in Tuesday's Checkatrade Trophy group match with Stoke City, both Stephen Darby and Matthew Kilgallon were named on City's bench for the Oldham fixture.
McCall added: "We've got a central midfielder in Danny Devine playing at right back and a central midfielder in Romain (Vincelot) playing right sided centre half but we are starting to get players back.
"Both Stephen (Darby) and Matthew (Kilgallon) probably could have done 15-20 minutes at the end if needed as we had no other real defensive cover on the bench.
"All being well, those two will get 45 minutes, maybe an hour, on Tuesday night (vs Stoke City). Hopefully we can get an hour from Filipe Morais as well.
"We might also use the game as a chance to have a look at the likes of Rouven (Sattelmaier), Vincent (Rabiega), Reece (Webb-Foster) and maybe even young (apprentices) Ellis (Hudson) and Kwame (Boateng)."