I did this today and the procedure is currently (2017-10-31) as follows (Electrum 2.9.3):
Prepare Electrum to receive
* Make sure Electrum is online (green icon bottom right)
* Click 'Receive' and copy the receiving address to your clipboard (there's a little blue icon for that at the right)
Go to Coinbase to send
* Click on 'Accounts'
* At the bottom of the BTC Wallet section, click 'Send'
* Paste the address you copied from Electrum
* Specify the amount of BTC you want to send, click Continue
* In the next window, enter the confirmation code which Coinbase sends by SMS, and click Confirm
Coinbase will now show a window confirming the transaction.
Go back to Electrum and wait until it confirms there the BTC has been arrived. You can check that under the tab 'Addresses'. Note: Electrum shows mBTC.
Coinbase also provides a link to BlockCypher where you follow the transaction.