Thank you for sending the video along with your question. We posted it on our facebook page as it was too cool not to share! Those little cuties are aquatic macroinvertebrates (water insects) and are called caddisfly larvae. These larvae are pretty impressive because they build protective cases around their bodies with sticks, plants, or rocks-the materials they use can be species or habitat specific. The species that build these cases produce a silk that is sticky even under the water and glues the pieces of the case together. Caddisfly larvae are herbivores and will eat algae or leaves that fall into the water. They will spend the entire larval stage inside these cases and some species will undergo metamorphosis inside of them as well.
As adults, they are long and flat with large wings. Adults only live for about a month and mainly consume nectar.
If you want, you can actually pick up one of those cases to get a closer look at the caddisfly. I like to put them in a clear container with the same pond water so I can watch them crawl around. If you do pick one up, make sure you don’t leave it out of the water for long as they require water to breathe (they breathe through soft parts of their exoskeletons). I highly recommend doing a google search on the larva because there are so many different styles of cases.