Chemotaxis of the bacterium Escherichia coli is well understood in shallow chemical gradients, but its swimming behavior remains difficult to interpret in steep gradients. By focusing on single-cell trajectories from simulations, we investigated the dependence of the chemotactic drift velocity on attractant concentration in an exponential gradient. Whereas maxima of the average drift velocity can be interpreted within analytical linear-response theory of chemotaxis in shallow gradients, limits in drift due to steep gradients and finite number of receptor-methylation sites for adaptation go beyond perturbation theory. For instance, we found a surprising pinning of the cells to the concentration in the gradient at which cells run out of methylation sites. To validate the positions of maximal drift, we recorded single-cell trajectories in carefully designed chemical gradients using microfluidics.