Capt. Michael Williams said the instruments were left unattended in an unlocked room May 18 and the theft was discovered May 19. The school hosted a public event at the time of the theft.
High school officials estimated the cost of the loss at $31,000, but Williams said police were "making great progress" toward solving the crime.
Anyone with information about the theft is asked to call Cary Crime Stoppers at 919-226-2746.