I've never seen such a thing and it isn't clear to me what it is. However, it certainly is a bug if it moves. Sucking insects like aphids and scale would be on the leaves or petioles where they can tap into the little tubes (phloem) that transport the sugars from photosynthesis away from the leaves. This thing is on a woody stem and probably not a sucking insect.
I suggest you do a little investigation to give us more information for answering your question or to figure out for yourself whether it is something to worry about. If you have isopropyl (rubbing) alcohol around, wet a cotton swab and dab it on the thing. This is a test for scale, a sucking insect - does the thing fall off?
Next, just snip off the end of the twig with the thing (i.e., look it over more thoroughly; maybe use a magnifying glass).
If you don't recognize what it is, I suggest you try to remove it from the severed twig-tip - just break it off with your fingers, if you can. If the place where it was looks similar to the cut end of the twig-tip, the thing is a growth of some kind. Else, it is something foreign to the tree and you will likely want to pluck all the rest of them.
Lastly, it may be helpful to slice one of these in half. I would use an Xacto knife, razor blade, or the like. It may be a hard 'nut' that is very difficult to cut - if so, that is enough. Otherwise, you will likely need to use a magnifying glass to see the interior structure at the cut and will likely recognize if it is a bud or a gall (a growth caused by a bacterial/viral infection).