It’s a variation of this ( and I have heard a few diff versions:

On A Rainy Day A little Native American Asks his Dad... Why is my brother named Soaring Eagle? The Chief replies, "When your brother was born the first thing I did was take him outside the teepee, and saw a eagle soaring through the air, so I named him Soaring Eagle.”

The boy then asks, "Why is my sister named Sitting Bull?" The boys father says, "When your sister was born I brought her outside the teepee and the first thing I saw was A bull sit down in the field, so I named her Sitting Bull.

“Why do you ask Two Dogs Fucking?"