CHICAGO - Three overtime games, including one that needed two extra periods. Another one went down to the wire in regulation. And this series isn’t over yet.

With a 3-2 lead, Paul Pierce and the Boston Celtics will try to wrap up their first-round thriller with the Chicago Bulls in Game 6 on Thursday.

“We want to be done with this series,” Boston’s Glen Davis said after Tuesday’s 106-104 overtime win.

And who could blame him?

The Bulls certainly aren’t making this easy on the defending champions. The three overtime games this series are an NBA record, and although the Bulls left Boston bloodied, they’re not quite beaten as it shifts back to Chicago.

They are a little frustrated, though.

After all, they led by 11 early in the fourth quarter on Tuesday, only to see Paul Pierce deliver the big shots and Brad Miller absorb one at the end of the game.

Pierce hit the tying jumper with 10 seconds left in regulation. In overtime, he buried his third straight shot over John Salmons — a long jumper — with 3.4 seconds remaining.

The Bulls’ Brad Miller then had a clear path to the rim, but instead of a tying layup, he got a shot to the mouth from Boston’s Rajon Rondo. Bloody and woozy, he then missed both free throws — the second intentionally — and the Celtics hung on for the victory.

“It was a great foul by Rondo,” Celtics coach Doc Rivers said.

Or was it a flagrant foul? The Bulls thought it was, but the league said Rondo won’t be penalized.

While the foul can be debated, so can the decision not to double-team Pierce. That opened Bulls coach Vinny Del Negro to another round of second-guessing after he raised some eyebrows by not having any timeouts at the end of regulation in Game 1 and at the end of Game 2.

“Yeah, I thought about doubling him a lot,” Del Negro said.

So why didn’t they?

“They’ve picked us apart a little bit with that on the glass, and he hits some tough fadeaway shots with hands in his face,” Del Negro said. “That’s what great players do, they make big plays. That’s something we’ll talk about again, but we’ve come with double teams, we’ve come with single teams, we’ve come off bigs, we’ve come off littles, and he’s seen it all. He’s an All-Star player for a reason, so it’s a tough set and we just have to fight through.”

While the foul call and the strategy against Pierce can be argued, this can’t: These teams are putting on quite fight despite all their pain.

The blow to Miller capped a night in which Chicago’s Kirk Hinrich had a cut above his right eye reopened and Ben Gordon played despite a strained left hamstring that put his status for the game in doubt.

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Pierce, meanwhile, bruised his left calf but didn’t expect it to hamper him in Game 6.

“I’m a little sore, but I’ll use today to recover, get a message, rest and I’ll be ready,” Pierce said Wednesday at the Celtics’ practice facility in Waltham, Mass., before leaving for Chicago. “It’s nothing more than a light bruise on the calf muscle so some ice and stuff should be able to take care of it.”

Considering they’re already without Kevin Garnett (knee), the last thing the Celtics need is an injury to Pierce. It would also help if he and Allen were a little more consistent, although the Celtics have gotten standout performances from Rondo, Davis and Kendrick Perkins.

Rondo is averaging 24.2 points, 10.2 rebounds and 10.2 assists in what’s looking like a star turn for the point guard. And while the “Big Ticket” is seated courtside, “Big Baby” Davis is chipping in 17.8 points and 7.6 rebounds per game, while Perkins is adding 13.4 and 11.0, respectively.

Even so, the Celtics can’t shake the Bulls.

“We never lacked confidence, that never was a problem,” said Chicago’s John Salmons, who’s playing through a strained groin.

The Bulls served notice in Game 1 that Boston was in for a tough series, winning 105-103 in overtime behind Derrick Rose’s 36 points and 11 assists.

The Celtics answered with a 118-115 win on Allen’s last-second 3-pointer, then cruised to a 107-86 win at the United Center in Game 3, but Chicago refused to go quietly. The Bulls pulled out a 121-118 double-overtime win in Game 4, when Gordon hit the tying 3-pointer in the first OT after Boston forgot to foul and Salmons blocked Pierce’s 3 to end the game.

The drama continued on Tuesday. The Celtics hope it ends on Thursday.

“We have an unbelievable will to win,” Davis said.

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