In-ear headphones from Mackie that both fit well and have good sound isolation. They are easily connected with a cord.
From Gear 4 Music
Mackie MP-360 In-Ear Monitors
The product is available from £284.68 at international stores.
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Mackie - 'MP-360' Triple Balanced Armature In-Ear Monitors
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Mackie MP-360 Professional In-Ear Monitors