Any ideas?

Super busy day today. Roy has the painting bug, the outside of the house is having a new coat of paint. As a result the inside is getting a good clean. I was taking the curtain down from the guest bathroom and I noticed this on the top of the curtain. I think it is a cocoon of some sort, but what I do not know, it appears to be made of mud, any ideas what insect could have made it.

Our bedroom has had a good spring clean, the valance, mattress and duvet cover all washed, curtains down, washed and put back up, windows cleaned, the bed moved and cleaned underneath, didn't find any money.

Lovely drying day, so I've just finished the ironing, I think I deserve a drink.