I use the following method for catching high swarms:
 
Get a pole that will reach the swarm. I use a telescoping paint roller handle
that extends about 20 feet.  To this attach a 5 gallon bucket or similar size
basket.  Place a frame of unsealed brood and raise it to make contact with
the swarm.  Brood is like a magnet to bees and they will quickly move into
the bucket to cover the brood.  In an hour or less you will have captured
virtually all the bees, both those clustering and the returning scouts.
 Lower the bucket and place the frame of brood in a hive.  The bees will
enter the hive and set up housekeeping immediately.
 
Farnk Humphrey