Keegan said: "Everyone in the club's pulling in the right direction. We've never been closer than we are now.
"We've come a long way from the end of last season. We all understand our roles.
"We are really looking to do the right things. We might not always achieve the ambitions we have got.
"The proof of the pudding is always in the eating. When we wrap up this period with the transfer deadline, they will see where we are. I am certainly excited.
"We have just broken our record for a defender and that sends out a message. If we are going to fetch a new player, let them be quality."