At the end of the second day the routine of the previous night was repeated: the Indians built a fire, cooked and ate some antelope meat, which had been brought in by the foragers during the afternoon, and then lay down around the fire for the night, their two prisoners being again bound together, with a guard on each side. Notwithstanding these precautions, however, on the part of the Arrapahoes, I was quietly on the alert, and, although feigning sleep, was wide awake and prepared to take advantage of any circumstance which might prove favorable to an escape. I passed the fingers of my right hand over the cord that bound the left to my fellow-prisoner and felt sure that with patience and persistence the knot could be untied and our liberty regained. While the guards dozed and slept, as on the previous night, our eyes steadily sought the arms and ponies. We were quite certain that any attempt to escape, if detected and defeated, would result in immediate torture and death; but were, nevertheless, firmly determined to make the effort, let the consequences be what they might, for by this time we were thoroughly convinced that, if taken to their encampment in the Black Hills, the Indians would be most likely to detain us as hostages for a long period, and in the end possibly, should the inclination seize them, subject us to brutalities that only savages can devise. With such reflections and but indifferent opportunity to put our plans for escape to the test, we passed our second night in captivity. At dawn of the third day, November second, after the usual breakfast of antelope, Lone Wolf called his band together and, mounting, continued his march northward, halting occasionally for rest and refreshment. About eight in the evening all dismounted and bivouacked for the night. The weather was now extremely cold in this high altitude, and was keenly felt by the Arrapahoes and their white captives. Shivering with cold and without blankets, Gordon and I, still bound together at the wrists, lay down to sleep with our captors around a smouldering fire. The Indians sought sleep--their prisoners thought only of possibilities for escape. With the experience I had gained in Southern prisons during the Civil War and the herder's thorough knowledge of the Plains, I felt confident that we could make our escape if we were constantly on the alert for the opportune moment. During the early hours of the night we had each fixed our eyes upon a pony. These animals were grazing near the camp-fire, with their saddles on, ready for immediate use if required. Under the pretence of being asleep we began snoring loudly, and the guards, feeling at ease concerning their prisoners, slept at intervals, although restless until midnight, when we found them sleeping soundly.