Much more information from other astronauts @ source,

Donald Slayton a Mercury astronaut revealed in an interview he had seen UFOs in 1951:
"I was testing a P-51 fighter in Minneapolis when I spotted this object. I was at about 10,000 feet on a nice, bright, sunny afternoon. I thought the object was a kite, then I realized that no kite is gonna fly that high.

"As I got closer it looked like a weather balloon, gray and about three feet in diameter. But as soon as I got behind the darn thing it didn't look like a balloon anymore. It looked like a saucer, a disk.

"About the same time, I realized that it was suddenly going away from me -- and there I was, running at about 300 miles per hour. I tracked it for a little way, and then all of a sudden the damn thing just took off. It pulled about a 45 degree climbing turn and accelerated and just flat disappeared."