This amazing audio illusion will have you wondering if your ears are playing tricks on you. Well they are as it happens.
This one is called Shepard Tone. When a number of octave notes are played at the same time, the average human ear will simply hear the one note, closest to the last pitched sound it heard, as opposed to differentiating and splitting that sound into its singular octave parts. The volume of the higher pitched tone slightly decreases and the lower pitched one increases over the scale, which is what makes the effect seem so seamless.