The Mythic Dawn cultists are beginning to set things into motion around Bruma, and one Oblivion gate just opened by the city gates. Jauffre will tell you to guard captain Burd, who is waiting for you there. Do so and cross the gate with the rest.
Just like in Kvatch, your goal is to get into the tower. This time you'll see it on your left. The bridge is down, you'll have to go straight ahead until you see a path allowing you to get near the tower. After defeating some enemies enter The Fury Spike.
This tower is very similar to what you've seen in Kvatch. Go to Rending Halls and get one floor higher in there, then back to The Fury Spike through the next door. Then go to Corridors of Dark Salvation and do the same. You'll encounter another Sigil Keeper, kill him to get the key. Go to Sigillum Sanguis, go to the top and touch the Sigil Stone. Another day, another Oblivion gate closed.
When you're back in Bruma, talk to Burd and go back to Jauffre.