Nicky Law's third goal of the season shortly after the break cancelled out Bury's first half opener from Scott Burgess to ensure City's final fixture of 2016 finished 1-1.
Following Law's leveller, City pushed Bury hard in search of an all-important match-winner but they were unable to find a second goal despite a number of notable chances falling their way.
McCall was pleased with City's second half response after trailing at the break but the Bantams chief conceded his side probably needed to show more composure in front of goal as they chased victory.
Reflecting on the game, McCall said: "We were very disappointed with the first half.
"It is not often that we have had to get the players in and give them gee-up.
"The quality wasn't good enough from us going forward in the half. We've only given big Jim (James Hanson) one decent cross into the box to attack and he nearly scored from it.
"We did have another good chance from Jordy (Hiwula) but his effort was blocked from close range and then they go up the other end and score. That is almost the way it is going for us at the moment.
"It was much better from us in the second period though.
"There was a good reaction from the lads.
"Once we've got the goal, we've made enough opportunities to then go on and win the game.
"You could perhaps see at times, however, that we became a little bit 'snatchy' and a little bit up tight when the chances came our way.
"We've had some opportunities come our way that we probably should have scored from if we'd taken more care.
"We will keep going and keep believing in ourselves though.
"It is frustrating to be taking about another draw when we wanted the win but there is no doom or gloom around here.
"We re-group tomorrow (Sunday) and go again to get ready for the Northampton game.
"The performances have been decent of late, we just need to find the results we are after."