Surveillance

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I recently purchased an iphone 6 and wanted to manually transfer the contacts. In the process, I noticed that on my iphone 4, every time I sent a text, or even simply turned on my phone, a text with no words was sent to a Dallas VoIP number. I could see it update (showed itself as the most recent message sent) at the top of main messages screen on my phone where all texts are listed chronologically. I looked at the carrier invoice, App store purchases, and everywhere on the phone for anything different. The phone wasn't jailbroken, but it also wasn't password protected, so I'm assuming some sort of tracking mechanism was present. What could it have been, and where would I look for it? Thanks.