We report on electron holography experiments performed with femtosecond electron pulses in an ultrafast coherent Transmission Electron Microscope based on a laser-driven cold field emission gun. We first discuss the experimental requirements related to the long acquisition times imposed by the low emission/probe current available in these instruments. The experimental parameters are first optimized and electron holograms are then acquired in vacuum and on a nano-object showing that useful physical properties can nevertheless be extracted from the hologram phase in pulsed condition. Finally, we show that the acquisition of short exposure time holograms assembled in a stack, combined with a computer-assisted shift compensation of usual instabilities encountered in holography, such as beam and biprism wire instabilities, can yield electron holograms acquired with a much better contrast paving the way to ultrafast time-resolved electron holography.