Report 12214: Possible vocalizations near Sawmill,AZ

Myself and a friend were hunting this water hole where deer and elk come to drink. The location is approximately 7 miles north of the small community of Sawmill, Arizona on the Navajo Reservation. It was during the Archery Elk season on the Reservation of the very last day of the season which was Sunday. At about 6:00pm, we set up a small portable blind near the water hole and crawled inside. We waited quietly for about acouple of hours or so. We observed some cattle that came in to drink. There was also a coyote that came to drink. At 8:30pm, the sun went down behind the ponderosa trees. We decided to crawl out of the blind and break the blind down. As we were taking the portable blind down, we heard a high-pitched scream that came about 200 yards NW of the water hole. We stopped and listened thinking it was an bull elk. Again, the scream came 30 seconds after the first scream. Right then, I said "that don't sound like a bull elk at all". As I said that, another scream came which seemed to lasted a lot longer. At this point in time, we decided to leave the area. We didn't know if the scream was coming closer to our location.