As far as I know, the security config options in Confluence are not terribly robust. If you want something more robust, you can use Crowd or integrate some other security manager to give you more options.
As you probably already know, Confluence lets you toggle the Captcha setting in the Admin, but not really do much else to restrict login attempts.
You can also reset the number of retries using the Admin. This page tells you how to reset the number of retries:
Again, you probably saw that page, but I include it here in case other users are curious where some of the basic settings are and what some of the basic functionality is.
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