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NEW YORK -- Jason Giambi pointed toward the right-center field stands from the dugout in the first inning to thank the Bleacher Creatures for giving a rare call to a visiting player.

An inning later he hit the ball right to them, although it's doubtful they appreciated that gesture as much.

Ubaldo Jimenez overcame early wildness to pitch seven impressive innings and Giambi's long homer helped lead the Colorado Rockies to a 4-2 victory Friday night over the New York Yankees in a rare trip to the Bronx.

"I wasn't touching the ground," Giambi said. "There's an incredible energy playing in this stadium with the fans that they have here, just being excited like old times to have that opportunity to play in front of them again. I think he could've thrown the rosin bag 2-0 and I would've swung no matter what."

Troy Tulowitzki homered again in New York City and Todd Helton hit an RBI single for Colorado. No. 9 batter Chris Iannetta walked three times and scored a run. The Rockies were swept by the Yankees in a three-game series in 2004, their only other trip to the Bronx.

"We have developed an expectation level with this ballclub. We don't care where we're playing or who we're playing," Rockies manager Jim Tracy said. "We expect to come in and we expect to play good professional baseball."

A.J. Burnett (7-6) became the first pitcher in Yankees history to strike out four batters in one inning when he followed up three ineffective innings with the major league record-tying performance in the sixth.

The gangly right-hander struck out Iannetta and Carlos Gonzalez looking before Chris Nelson swung at a pitch in the dirt. The wild pitch bounced off catcher Russell Martin and went to the backstop, allowing Nelson to reach base. Helton struck out swinging to end the inning.

The Seattle Mariners' Felix Hernandez was the last to strike out four in a game -- in the eighth inning on June 3, 2010, against the Minnesota Twins.

Burnett got the first out in the seventh before manager Joe Girardi came to get him and Burnett was clearly displeased with the move.

"It's never personal," Burnett said. "I'm not mad that he took me out, I'm just mad because I had to come out."

Fun-loving and gregarious, Giambi was one of Yankees fans' favorite players in his seven years with the team from 2002-08 and he always appreciated the group of fans in the bleachers who chanted the starters' names during "roll call" in the first inning of home games.

This time, he answered their rare call for a visiting player with his first homer at the new Yankee Stadium and eighth this season.

"They're the greatest. That's the greatest thing in baseball I always loved those guys forever," Giambi said of the Bleacher Creatures. "For them to do that was such an honor."

It was Giambi's first visit to New York since he came with the Oakland Athletics in 2009, the season after finishing his seven-year contract with the Yankees. He finished 3-for-4 with a walk and two runs scored before being lifted to a smattering of applause for a pinch-runner in the ninth.

"He looked good, looked like he's in great shape, " Alex Rodriguez said. "Happy to see him do good, just not against us."

Tulowitzki wears No. 2 in part as a tribute to Derek Jeter and was hoping the Yankees shortstop would get his 3,000th hit while the Rockies were in town. But Jeter is on the disabled list with a calf strain and it is not certain that he'll even be ready to be activated when he is eligible to come off the DL on June 29.

The Big Apple has been good to Tulowitzki this year. He homered in four straight games against the Mets in April and has hit five of his 14 homers in New York. He connected off Burnett in the fifth.

"I think it would've been a little different if he had been playing in the game," Tulowitzki said.

Jimenez (3-7) walked Curtis Granderson twice in the first three innings and Rodriguez drove him in both times -- a double in the first and a sacrifice fly in the third. But after the third, Jimenez started relying more on his changeup, slider and curveball.

"That was a big thing about tonight, I was able to throw my breaking ball for strikes," Jimenez said.

Jimenez, whose last outing was cut short by a leg cramp, allowed two runs and four hits to lower his road ERA to 2.16 in six starts this season.

Huston Street gave up a hit in the ninth and got two fly balls to die in the strong wind to finish for his 23rd save.

Burnett walked five, all in the third and fourth innings, but he limited the Rockies to two runs on an RBI single by Helton and a run-scoring groundout to Ty Wigginton.

Helton hit a one-out single with the bases loaded, but Tulowitzki ended the threat with a double-play grounder to Rodriguez.

Wigginton grounded out to third for a 3-2 lead after Giambi walked and Seth Smith doubled to open the fourth.

Game notes

Yankees right-hander Bartolo Colon (hamstring) threw 31 pitches in his first bullpen session. He also ran sprints in the outfield for the second consecutive day and is scheduled to throw 50 pitches in a simulated game Monday. ... Giambi hit 95 home runs at the old Yankee Stadium.