It happened at about 5.30pm on Tuesday. The police say the boys did exactly the right thing by running away and raising the alarm.
They are being interviewed by specially trained officers to establish exactly what happened.
Police are in the early stages of our investigation, but believe that the boys spoke to members of the public after the incident and are keen to trace those people, including a woman who was out jogging.
Anyone with any information which could help police inquiries is asked to contact them through the online form on the Avon & Somerset police website or by calling 101 and quoting reference 5216221198.
Officers ask parents and carers to reassure their children that this sort of incident is extremely unusual, but also to make sure that they stay alert while playing out.