The city of Denver does not allow open burns of any sort. No bonfires, no coal fires, no fire pits, no chimineas.
In other words, your fall bonfire party might need to become a fall gather-around-the-lantern party.
Denver has instituted this ban because outdoor wood and coal fires emit "significant pollutants, including particulate matter and dioxin, and can be even more harmful to those in the immediate vicinity through the direct inhalation of toxins," a news release states.
Violations can result in fines up to $2,000, although first-time offenders may get a warning. And from what I hear, Denver folk won't hesitate to turn your smoking butt in.
Barbecue grills and smokers are still allowed, as are gas-powered fire pits, but not on balconies.
If you really want an open fire, you could try to get permits. You'll need to get one from the Denver Fire Department and the Department of Environmental Health. You probably will not succeed.