Pray Mantis
 

babies are hatching ! its about 2 weeks earlier than last year, definitely the crazy weather. About 100-200 babies emerge from each cocoon. I get about 10 cocoons every year - so survival rate not that high. I mostly keep all cocoons together because its "safer" for them. One year I found jumping spiders, about 10, feasting on the young as they emerged.
I spread these around to neighbours' yards/gardens - basically wherever I can. I get these every year after buying 3 cocoons on the internet a few years ago. I have to be careful not to use insecticides in the garden as it kills the prey, as well as the mantis.
Upside - no insects as these are voracious killing machines. Downside - the adults are capable of killing huge butterflies and bumblebees....and they don't touch Japanese beetles.

unfortunately the photo is a bit blurry. There are 2 on the twig and a couple on the soil..
http://img.tapatalk.com/d/14/05/22/a7ure8y4.jpg

Great. I wish I'd have such a cocoon in my garden.

We get them every once in a while. Once we even hatched an egg case. Very cute! :)

Will they survive in Wi?

your question is really whether the egg case will survive your winters. I tried to research this and couldn't find anything, just that they are found all over North America. Thing to do is contact Univ of Madison Entomology Dept for advice.
I bought eggcases @ $3. I don't know how much they are now. For them to do well you need a yard/garden with a lot of bio-diversity, a lot of plants. And limited use of pesticides !
Mine are Chinese Mantis - commonly kept in captivity. They do get tame......I had one that came to my screen door every night last year and I used to leave the deck light on to attract insects for its dinner. I could reach out and touch it....

Yes!

I don't know the technical terms, but each of those "balls" (they are not cocoon) when cut cross section, you will see what I mean.
The balls are very light with lots and lots of tiny air space. They are great insulator for the eggs whichare buried inside.

In the fall, females pick a spot on a dead branch usually, and then release this bubble like substance from the end of its belly. She makes it into a small ball, then start laying eggs inside.
I believe within a few hours, the soft bubble nest hardens for the eggs are protected from physical shock (they are quite strong when pressed and very hard to tear apart with hands) and harsh winter.

I haven't seen these for years! used to have a lot of fun as a kid. :)

I used to keep one in a 10 gal terrarium during the day, and then at night I would tie a little harness of fishing line and tie it off to a light fixture on my back porch to feed.

Wow, a pet mantis. Interesting. Live right next to a back water of the Wisconsin River. I have a big garden. Tomatoes, peppers, cukes, strawberries, rhubarb, etc. Pine trees all around our property and oaks, apple, plum and maple in the yard. Might just have to experiment. Could always keep the egg case (assuming I can find one) in the breezeway of the greenhouse to help protect it.

I always have mantids here in the garden, but never see where they hide their cocoon. Just all of a sudden they are here. :) But they seem early too this year..usually I see them in early June, I saw a baby one already two weeks ago.

I have wondered why there hasn't been a horror movie made featuring these. They slowly consume their prey while it is alive - head first, legs, side - it doesn't matter to them. The adults are scary, almost like they look at you as if you are a great big donut.......licking their chops in anticipation.
I have had males and females, generally towards the end of August you only see the larger females. I have never seen the female eat its mate ( notorious for that ), but I have seen a female laying its eggcase. Fascinating.
It seems a lot of people kept these as pets. My neighbour had one as a kid, fed it crickets from the petshop. As a kid I always saw these in the neighbourhood. Great big green monsters - 6-8 inches long. ( in Zimbabwe, Africa )
Coincidentally there is news of a mantis discovery
'Vicious' new praying mantis discovered in Rwanda | Fox News

Lets hope these never get big enough to eat people. My bet then would be on the mantis !