Symfony2 getLastUsername() function not working - symfony

Question

I'm creating my first Symfony2 login form and want to use the getLastUsername() function to set the value of the username textbox but when calling the function it simply returns an empty string.
This is my SecurityController.php file:
<?php
namespace AppBundle\Controller;
use Symfony\Bundle\FrameworkBundle\Controller\Controller;
use Symfony\Component\HttpFoundation\Request;
use Sensio\Bundle\FrameworkExtraBundle\Configuration\Route;
class SecurityController extends Controller
{
/**
* #Route("/login", name="login")
*/
public function loginAction(Request $request)
{
$authenticationUtils = $this->get('security.authentication_utils');
// get the login error if there is one
$error = $authenticationUtils->getLastAuthenticationError();
// last username entered by the user
$lastUsername = $authenticationUtils->getLastUsername();
return $this->render(
'security/login.html.twig',
array(
// last username entered by the user
'last_username' => $lastUsername,
'error' => $error,
)
);
}
/**
* #Route("/login_check", name="login_check")
*/
public function loginCheckAction()
{
}
}
?>
and my Twig template for the form:
{# app/Resources/views/security/login.html.twig #}
{% extends 'base.html.twig' %}
{% block stylesheets %}
{{ parent() }}
<link href="{{ asset('css/login.css') }}" rel="stylesheet" />
{% endblock %}
{% block javascripts %}
{{ parent() }}
<script src="{{ asset('js/login.js') }}"></script>
{% endblock %}
{% block body %}
<div id="container">
{% if error %}
<div class="alert alert-danger">{{ error.messageKey|trans(error.messageData, 'security') }}</div>
{% endif %}
<div id="loginbox">
<form id="loginform" action="{{ path('login_check') }}" method="post">
<p>Enter username and password to continue.</p>
<div class="input-group input-sm">
<span class="input-group-addon"><i class="fa fa-user"></i></span><input class="form-control" type="text" name="_username" id="username" placeholder="Username" value="{{ last_username }}" />
</div>
<div class="input-group">
<span class="input-group-addon"><i class="fa fa-lock"></i></span><input class="form-control" type="password" name="_password" id="password" placeholder="Password" />
</div>
<div class="form-actions clearfix">
<div class="pull-left">
Create new account
</div>
<div class="pull-right">
Lost password?
</div>
<input type="hidden" name="_csrf_token" value="{{ csrf_token('authenticate') }}" />
<input type="submit" class="btn btn-block btn-primary btn-default" value="Login" />
</div>
</form>
</div>
</div>
{% endblock %}
Everything works fine. Logged in and out many times but the las username isn't showing. Thought Symfony might be using cookies to save the last used username but it isn't creating any cookies, only the PHP session is saved in a cookie. Is it a problem in the cookie configurations or may be something else?
Thanks,