Before Tuesday's game against the Royals, Ellsbury was doing a series of agility drills on the field.
"This is the beginning of the next step in his program, where he's able to swing his arm and make all of those movements, agility-wise," said manager Bobby Valentine. "They're really excited about his acceleration."
Ellsbury suffered a subluxation of his right shoulder on April 13. The earliest he could return in the estimated timetable was about six weeks, which would be around May 25, when the Red Sox open a homestand against the Rays.
It's still too early to tell if he will be back by then.
Valentine isn't sure when Ellsbury will start doing more baseball-specific activities, but it could be soon.