EDL leader Tommy Robinson told the demonstration: "This is a day of respect for our Armed Forces."
The crowd repeatedly chanted "coward" after he claimed Prime Minister David Cameron was on holiday "because he doesn't care".
Mr Robinson added: "They've had their Arab Spring. This is time for the English Spring."
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Ms Leadsom has received the backing of Ian Duncan Smith, the former work and pensions secretary.
The former shadow work and pensions secretary is considered a more viable candidate than Angela Eagle, a Labour source has told ITV News.
As many as 10 people have been rescued following the raid, according to a Bangladeshi official.