The co-hosts trounced Sri Lanka in the opening Pool A match by seven wickets before a patchy three-wicket win against minnows Scotland took them onto four points.
"Three games in seven days -- I guess that's one of your concerns, but we have a full squad to pick from, and we're going to go with the same team we've played the last two games," said McCullum on Thursday.
The top four from each of the two groups will qualify for the last-eight.
McCullum stressed his side were exploiting a winning groove which has seen them defeat Pakistan in the United Arab Emirates, 3-2, and then see off the Asian giants again 2-0 on home ground just before the World Cup.
"We've been playing a lot of cricket recently, so we're probably in a little bit of a groove. Once this game has finished, we've got a decent break before the game against Australia and another big break after that.
The Black Caps skipper admitted that England's attack will pose a different challenge for them.
"I think they have a good bowling attack. They have a bit of pace and they get some bounce with (Stuart) Broad and (James) Anderson. So they're going to pose some different challenges to what we've probably faced in the last little while, but it's a challenge the boys are looking forward to," said McCullum.
"It's kind of irrelevant, I think, the tag. We're the favourites, we're the underdogs, once you get out on the pitch you start on an even keel. I think we've been able to handle some of the expectation which has risen recently because of our calmness within the group."
McCullum also backed struggling England skipper Eoin Morgan who has scored just two runs in his last five matches, notching up four ducks.
"He's a champion player. He's one of my better mates from around the world in terms of cricket. He's going through a bit of a tough time at the moment, but tough times don't last, but tough blokes do," said the New Zealand captain.
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