I was excited to find this empty moth Cocoon attached to a leaf on a cold winter day. It was made by a very hairy caterpillar such as a tussock moth. This moth was a female, indicated by the small, round eggs which were laid in the egg mass on the coccoon. The female will often rub the "hairs" from her abdomen over the eggs to protect them after she finishes laying. She probably died shortly after laying her eggs.
I once watched a wingless tussock moth lay her eggs between a piece of bark on a tree after she had mated. It took her 45 minutes to lay the eggs. As she laid them she would rub the "hairs" from her abdomen over the eggs. After she finished her task, she rubbed her body over the egg mass one more time then fell from the tree dead! I tell my students that female tussock moths are a feminists' nightmare and a chauvinists' dream woman! The females have no wings or mouth. Their whole purpose in life is to make a male happy, pass on his genes and then die!