At first I thought the idea that the people who did the filming didnt notice something as major as that was stupid but then I played it myself and I saw it!
It was just as Gandalf started saying "it is a four day journey to the other side".
It does a low camera angle showing the fellowship walking up the stairs with the camera panning from behind two skelitons in the small gap beetween the first skelitons axe and the other ones head pause it and you should see a black cable running from the bottom of Gandalfs staff and going somewhere to the side.
You can also see it slightly after the camera has panned past the second skeliton but it is hard to spot.
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