I have these cocoon looking things on my evergreen bushes, they strip the bush of all leaves very quickly.?

Question

The cocoon are rounded on the top and go down to a cone on the bottem and there is somekind of larvae in the sack.

Answer 1

sounds like bag worm possibly, though you don't say where you're from. They are actually the larvae of an insect and can defoliate
Here's a link with good pix of the bag worm and damage. Go to your state's extension web site to find out what you can use if the infestation is too severe for hand picking.
http://www.umassgreeninfo.org/fact_sheets/defoliators/bagworm.html

Answer 2

spray with malathon