Three p.m. is early on a long June day. We rode swiftly, steadily, but cautiously northward; the valley widened out to east and west; we made numerous cut-offs among the bends of the stream, crossing low ridges, at each one of which Bat, well to the front, would creep to the top, keenly scrutinize all the country around, and signal "come on." At 5 o'clock he suddenly halted and threw himself from his horse, and I cantered forward to see what was up. We had struck our first trail of the campaign, and the yielding soil was thick with pony tracks. Coming from the east, the direction of the reservation, they led straight down the valley, and we followed. Every now and then other tracks from the east joined those we were on, and though at least four or five days old, they were of interest. Half an hour before sunset, far off among the hills to the northeast, a thin column of smoke shot up into the clear sky. Ten minutes more another rose in the west. They were Sioux signals, and we were discovered. But the country was open all around us; not a tree except the cottonwoods along the narrow stream-bed, no fear of ambuscade, and we must not halt until within sight of the Cheyenne valley; so on we go. Just at twilight, Bat, five hundred yards in front, circles his horse rapidly to the left, and again I join him. It is the recent trail of a war-party of Sioux, crossing the valley, and disappearing among the low hills to the northwest. They number fifty warriors, and those whose tracks we have been following took the same direction--the short cut towards the Big Horn mountains. Our march is very cautious now--advance, flankers, and rear guard of old, tried soldiers, well out; but on we jog through the gathering darkness, and at nine p.m., as we ride over a ridge, Bat points out to me a long, low line of deeper shade, winding six or seven miles away in the moonlight. It is the timber along the Cheyenne, and now we may hunt for water and give our tired horses rest and grass. The valley is broad; the water lies only in scanty pools among the rocks in the stream-bed. There has been no rain for a month, and there is not a blade of grass nearer than the bluffs, a mile away. Our horses drink eagerly, and then in silence we fill our canteens and move off towards the hills. Here I find a basin about two hundred yards in diameter, in which we "half lariat" and hobble our horses; dig holes in the ground, wherein, with sage brush for fuel, we build little fires and boil our coffee, while Keyes and I take a dozen of our men and post them around our bivouac at points commanding every approach. No Indian can reach us unseen through that moonlight. No Indian cares to attack at night, unless he has a "sure thing;" and though from five different points we catch the blaze of signal fires, we defy surprise, and with ready carbine by our side we eat our crisp bacon, sip the welcome tin of steaming coffee, then light our pipes and chat softly in the cool night air.