I got close enough to observe them, and they proved to be Cheyennes, coming from the south.

With this information.

I hurried back to report.
The cavalrymen were ordered to mount their horses quietly and remain out of sight, while General Merritt, accompanied by two or three aides and myself, went on a little tour of observation to a neighboring hill.
From the summit of this we saw the Indians approaching almost directly toward us.

As we stood watching, fifteen or twenty of them wheeled and dashed off to the west, from which direction we had come the night before.
Searching the country to see what it was which had caused this unexpected maneuver, we observed two mounted soldiers approaching us on the trail.

Obviously they were bearing dispatches from the command of General Merritt.
It was clear that the Indians who had left their main body were intent on intercepting and murdering these two men.