England won 2-0 thanks to a late brace from captain Harry Kane.
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Henderson played a full 90 and said afterwards: "Delighted, I found out this morning and it is always an honour - you have to be ready when called upon.
"Thankfully, it was a good night. I didn't want to be the one that stepped in and conceded! Jordan (Pickford) has been excellent.
"He has had the shirt for a long time now, he has been putting in good performances, which makes it hard to break through."