Yep, Lu does the 'eeeeeeeeee' too - his ears go back, he crosses his eyes and his legs look as though they are not controlled by his body
He often does it when he spots me in the window, he races down the garden, thunders onto the decking, leaps onto the table, leaps onto the windowsill and ends up crashing into the glass
Here's what he looks like when he's making the noise, haven't managed to capture audio yet
Excuse the state of the lawn, this pic was taken pre rockery/loggery as the end of the garden was so bad it was beyond help.