Ian Sampson's team must win and hope other results go their way if they're to reach the play-offs.
"Hopefully they (the supporters) can create an intimidating atmosphere," Gilligan told BBC Radio Northampton.
"Bury need to win this one and so do we, so it should be an interesting game," he added.
"With the players we have in our squad I think we have a really good chance.
"It's definitely not all over as far as we're concerned. The last day of the season always has a twist and someone manages to sneak in the back door. So we've got our fingers crossed."
Northampton are currently 11th in the table and will need to leapfrog Chesterfield, Port Vale and Dagenham - as well as Bury - to secure a play-off place.
Source: BBC Sport
Source: BBC Sport