  We report sensitive VLA 3.6 cm radio observations toward the head of the Cone
nebula in NGC 2264, made in 2006. The purpose of these observations was to
study a non-thermal radio jet recently discovered, that appears to emanate from
the head of the Cone nebula. The jet is highly polarized, with well-defined
knots, and one-sided. The comparison of our images with 1995 archive data
indicates no evidence of proper motions nor polarization changes. We find
reliable flux density variations in only one knot, which we tentatively
identify as the core of a quasar or radio galaxy. An extragalactic location
seems to be the best explanation for this jet.
