What you need:
Brown paper bag
Hot glue gun/glue
What you do:
Take the brown paper bag and cut 2 slits in the middle of the bag about same distance apart.
Insert the candy cane through the hole and then stand the paper bag up so you can tape the candy cane down in place so it doesn't move around. If you like, you can even hot glue the candy cane down for this part instead of tape.
Once that's finished, just put some items in there just as you would a stocking. Fold the bag over and tape it closed.
Reindeer stockings, too cute.