The Sky Blues will be looking to make it four wins on the bounce tomorrow as they head to Barnet's Hive Stadium in SkyBet League Two.
City have conceded just six goals in their opening eleven games, nearly half the amount of their nearest rivals in the battle for the tightest defence.
"We are all high on confidence at the minute and hopefully tomorrow we will be even higher after winning four games in a row," said Burge.
"We are seeing everyone in training a lot more confident and chatting a lot more. It is hard when you lose because you're frustrated and there is far more to improve on but at the minute we are just playing each game as it comes and playing really well.
"It is a brilliant defensive record, which is very pleasing to see, but it starts with the strikers. The whole team defends and the gaffer is drilling that into us.
"The whole team has been brilliant. Especially the centre-backs and the full-backs. Hopefully tomorrow we keep another clean sheet."
Burge began the season having to fight for the number one spot, with his teammate Liam O'Brien starting between the sticks for the opening five games as he battled his way back from injury.
Now a regular number one, Burge admits that the battle to keep his place is more fierce than it seems.
"Liam still keeps me on my toes. He is a great goalkeeper and really good competition.
"He has learnt things off me and I have learnt a lot from him. That is how it works.
"I am enjoying myself now. It is good to be back playing. It is good to be keeping clean-sheets because that is how you want it to be.
He added: "Last year there was obviously a lack of confidence. You can tell just by looking at the difference compared to this season."