Town failed to score for the second Saturday running, sharing in the spoils against the Lions in a game where the majority of the entertainment was provided by the long, mazy runs from deep by Coke.
The first came on 19 minutes when the former Man
sfield schemer covered almost half the length of the pitch after shrugging off former Town loanee Marc Laird in his own half.
It took an outstanding Zak Whitbread block on the stretch to deny Coke's left-footed effort at the end of that powerful foray.
Ahmet Brkovic came closest to scoring for the visitors with a curling shot that drifted wide on 32 minutes, and moments later a rushed Luke Guttridge effort failed to trouble the keeper.
After the interval it was a similar story with Coke happy to chance his arm from distance and the visiting defenders swamping Adebayo Akinfenwa with the effect that the target man become isolated.
Millwall might have gone in front on 64 minutes, in fact, but Gary Alexander failed to connect completely with Ryan Smith's low ball in from the left.
There was time for a brief cameo from second-year scholar Joe Benjamin, and Mark Little almost capped his return to the club with a cross that visiting keeper David Forde was forced to palm over.
But genuine goalscoring chances were in short supply and the final whistle was blown with the scoreboard showing 0-0.
Cobblers: Bunn; Little, Hughes, Doig, Crowe; Guttridge (Davis 63), Osman, Coke (Benjamin 83); Gilligan, Akinfenwa, Holt. Subs not used: Henderson, Dunn, Dolman
Millwall: Forde, Frampton, Robinson, Whitbread, Alexander, Harris, Hackett, Craig, Brkovic, Martin (Smith 51), Laird (Abdou 21). Subs not used: Grabban, Fuseini, Edwards
Attendance: 4402
Away fans: 446
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