Our lab worked with this some years ago and we also had trouble getting an ATP binding protein purified with this method. Different ATP resins have the ATP linked in various orientations on the
agarose support and this can be critical. We were able to finally purify the protein when we got the right linkage to the
agarose. I can't recall the details, but the resin we ended up using was designed for binding to kinases. Once we found the right resin, the purification was simple.