Post the Yule Ball's dance, Fred and George Weasley climb on the stage and starts playing Rock music (don't exactly know what type of music it was, so Rock). The instruments they use, looked like muggle guitars.
Wanted to know if they were musical instruments or regular muggle instruments? If Magical, then what was their magical power?
I do not recall this scene in the movie or books.
But playing rock on guitars suggests e-guitars, and as muggle technology and electricity does not work at Hogwarts, this would suggest the instruments were magical.
According to the official film companion, 'Harry Potter Page To Screen', the band setup was intended to appear as if powered by steam.
"'We really wanted to create a sense of occasion with the band' Stuart Craig adds, [...] But, of course, there is no electricity in Hogwarts, so we made them as if powered by steam." - p.135
Of course this only describes the studios thinking behind portrayal of the instruments in the film. I believe they were not directly referred to in the books.