Alan, this interesting find appears to be a mantis ootheca (egg case). With the shape of this ootheca, you may be able to identify the species. Unfortunately, I am unfamiliar with the species in your area. Please consider adding this to the Marvelous Mantids of the World mission. http://www.projectnoah.org/missions/15738247
I have moved this to the Arthropods section for you.
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