Some predictions of quantum mechanics are in contrast with the macroscopic realm of everyday experience, in particular those originated by the Heisenberg uncertainty principle, encoded in the non-commutativity of some measurable operators. Nonetheless, in the last decade opto-mechanical experiments have actualized macroscopic mechanical oscillators exhibiting such non-classical properties. A key indicator is the asymmetry in the strength of the motional sidebands generated in an electromagnetic field that measures interferometrically the oscillator position. This asymmetry is a footprint of the quantum motion of the oscillator, being originated by the non-commutativity between its ladder operators. A further step on the path highlighting the quantum physics of macroscopic systems is the realization of strongly non-classical states and the consequent observation of a distinct quantum behavior. Here we extend indeed the analysis to a squeezed state of a macroscopic mechanical oscillator embedded in an optical cavity, produced by parametric effect originated by a suitable combination of optical fields. The motional sidebands assume a peculiar shape, related to the modified system dynamics, with asymmetric features revealing and quantifying the quantum component of the squeezed oscillator motion.