Was that on a reallllllllly cold day? I saw something like that 2 years ago when we had weeks of minus temps; I looked it up and it was called a "sun column", that happens when it's extremely cold. Do a google image search, there's some awesome pix!
We don't get them realllllly cold in CT. I want to say it was 20 degrees maybe. That pic was taken in March.
The column did extend higher like it does in db1561's pic, but I was focused on getting a tree shot since it looked so cool in silhouette