  We use inelastic neutron scattering to study spin excitation anisotropy in
mechanically detwinned Ba(Fe1-xCox)2As2 with x = 0.048 and 0.054. Both samples
exhibit a tetragonal-to-orthorhombic structural transition at Ts, a collinear
static antiferromagnetic (AF) order at wave vector Q1 = QAF = (1, 0) below the
Neel temperature TN, and superconductivity below Tc (Ts > TN > Tc). In the high
temperature paramagnetic tetragonal phase (T > Ts), spin excitations centered
at Q1 and Q2 = (0, 1) are gapless and have four-fold (C4) rotational symmetry.
On cooling to below TN but above Tc, spin excitations become highly
anisotropic, developing a gap at Q2 but still are gapless at Q1. Upon entering
into the superconducting state, a neutron spin resonance appears at Q1 with no
magnetic scattering at Q2. By comparing these results with those from angle
resolved photoemission spectroscopy experiments, we conclude that the
anisotropic shift of the dyz and dxz bands in detwinned Ba(Fe1-xCox)2As2 below
Ts is associated with the spin excitation anisotropy, and the
superconductivity-induced resonance arises from the electron-hole Fermi surface
nesting of quasiparticles with the dyz orbital characters.
