The Four Tops in concert are gladly extemporising a set of bars (4)

I believe the answer is:

cage

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'set of bars' is the definition.
(a cage has bars)

I cannot understand how the rest of the clue works.

(Other definitions for cage that I've seen before include "Confine -- US composer, d. 1992" , "Box of bars to confine an animal" , "Barred container" , "Prison for 21" , "In which birds or animals are kept" .)

I've seen this clue in The Times.

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