Boro were candidates for automatic promotion from the Championship for much of the season, but a run of 12 defeats in 16 games has seen them slip out of the race even for a play-off place.
Halliday told the club's official website: "As a group of players, we think we should at least be in the play-offs.
"But we are not, so from now until the end of the season, the mindset has to be to get as many points as we can, and these games against the teams immediately above us are six-pointers and winning them can change everything.
"You can end the season with a whimper or on a high and give the fans something to shout about.
"Don't get me wrong, we'll all be disappointed if we don't achieve our goal, but we have to at least end the season on a high."