Integrated demand response (IDR) is an important approach to promote renewable energy consumption and improve energy efficiency in integrated energy systems. In IDR, not only multi-energy users, but also demand side energy stations, can become demand response resources. Hence, making full use of the flexibility of energy supply and the elasticity of electricity and heat demand is vital to the development of IDR. In this paper, based on the background of the electricity-heat integrated energy system, the precise models of typical controllable electric and heat load are constructed considering the user's requirements for comfort. Based on the model, the electricity-heat coordinated retail market framework is proposed to achieve the coordinated clearing of electric and heat load, managing the district energy generation and consumption through transactive control methods. The bidding strategies for electric and heat load are established for customers to participate in the market. The market clearing rules are defined with the aim of maximizing the net revenue of integrated energy service agency to realize the optimal energy allocation of energy station devices. Finally, the case study demonstrates that the proposed method can optimize both the resource allocation of demand-side energy stations and the energy use of customers through economic means. About 80-90% of wind power can be absorbed through participation in market bidding, and the specific consumption rate depends on the type of energy stations and users' demand. By guiding customers to consume energy reasonably during different market clearing periods, the energy expenditure can be reduced by 18.76% on average under the premise that the users' comfort is guaranteed.