Diana, if you do get photos, I would love to see them. I am surprised to learn the woolly bears winter over and cocoon in the spring. So, wanting to learn more, I went to wikipedia:
".... "woolly bears" (or "wooly worms" in the South) have the ability to predict the weather, similar to that of the groundhog. The forthcoming severity of a winter may be indicated by the amount of black on the Isabella tiger moth's caterpillar, the most familiar woolly bear in North America; more brown than black is said to mean a mild winter, but more black than brown is supposed to mean a harsh winter."
There are even festivals held in some areas in honor of the woolly bear.