Bunney put Dale ahead with a glancing header just 12 minutes into the game, but the home side levelled shortly before the break through former Dale man Rory McArdle.
Shortly after the break Bunney doubled his tally and put Dale back ahead with a fine effort from outside the area. However, Steven Davies equalised for a second time with a diving header.
Keith Hill made two changes to the starting line-up from Tuesday’s draw with Crewe. Jamie Allen returned, whilst Scunthorpe loanee Niall Canavan made his debut at centre-back. Grant Holt was named on the bench following his return to the club in midweek.
Both goalkeepers were forced to make saves in an action packed opening to the match. Matthew Lund forced Ben Williams to turn his half-volley behind for a corner, from which Canavan headed over Michael Rose’s delivery from inside the six yard box.
At the other end, Josh Lillis made a flying save to his left to deny Tony McMahon’s free-kick from curling into the top corner.
The deadlock was broken in the 12th minute and it was Dale who gained the advantage. Joe Rafferty made a surging run down the right side and crossed perfectly for Bunney, who glanced a header beyond Williams.
Lillis had to make a number of saves to keep Dale ahead in the minutes following the opener. Headers from Reece Burke and James Hanson were comfortable for him, before he made another flying save to his left to deny a McMahon free-kick, this time holding on to the ball.
Rose sent in another great delivery from a set-piece just before the half hour mark, but it was just ahead of Ashley Eastham who had come charging in at the back post.
Lillis made a stunning save from a point blank Wes Thomas effort just after the half hour mark, but the Bradford striker was flagged offside anyway. However, five minutes before the break the Dale stopper was beaten.
McMahon ran into the right side of the area unchallenged and squared the ball across the face of goal, where McArdle was waiting to slot the ball over the line for the equaliser.
It was a blow for Dale conceding so close to half-time, but just six minutes after the break they were back in front. Lund played a ball into the feet of Bunney, and the striker turned his man before firing a left foot shot into the bottom corner from just outside the area.
Lillis had to make a comfortable save from Billy Knott’s long rage effort to keep Dale ahead, before Canavan sent a header wide from Rose’s corner as Keith Hill’s men pushed on for a third.
However, it was the home side who grabbed the next goal to equalise for a second time. Substitute Davies lost his man from a corner, and sent a bullet diving header past Lillis.
Nathaniel Mendez-Laing had a great opportunity to put Dale ahead for a third time after superb interplay with Ian Henderson, but he tried to beat another defender instead of shooting.
Hill responded by bringing on Holt, much to the delight of the travelling Dale fans. He replaced Mendez-Laing, whilst David Syers came on for Henderson a few minutes later.
Bunney came close to a spectacular hat-trick goal with just under ten minutes remaining, when Williams denied his half-volley from 25 yards out.
Rose sent another dangerous free-kick across the face of goal which just evaded everyone in a Dale shirt, before Holt almost made it a fairy tale ending to the game when he got a toe to Bunney’s right wing cross. However, the ball just scraped the paint on the far post.
The home crowd were willing their side on to get a winner as the game entered stoppage time, but Dale defended well and saw out the remaining minutes for a hard earned point at the Coral Windows Stadium.