If you are using Juno, then auth token part is moved from keystoneclient to keystone middleware. You need to install python-keystonemiddleware

https://github.com/openstack/keystone...

Dependening on your distribution apt-get may not work for python-keystonemiddleware unless the distribution supports Juno

Please check whether you are really running Icehouse. As far as I know this change is done only for Juno. I don't think it is backported

I think your python auth module is not installed. So run the following command to install it:

apt-get install python-keystone python-keystoneclient

This link also may be helpful.