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OTOH, speaking as one who lives in moose country, I see a workable theory to getting a moose to respond to a playing saxophone. The sax has a deep baritone pitch that is not unlike the vocals moose use to communicate to each other during the mating season.
Whatever happened, my theory is the moose may have falsely heard the vocals of another in estrus and came to a playing saxophone instead.
This is the first and only incident I've come across about calling a moose with a musical instrument. In another incident I read about, a moose did come answering to a smoker's phlegmy morning coughs.
Elk (a related species) have been known to answer to such things as whistles and creaky car doors.
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**Sting, Englishman In New York